
Explore Stata's practical applications, covering data management, descriptive and inferential statistics, data visualization, and practical case studies to prepare reports and final projects.
Explore stata's interface, including the file, graphics, statistics, and do-file editor tabs, and learn to import data from Excel via data editor or browse, and label variables.
Learn how to import data into Stata from Excel, including first-row variable names and sheet selection. Use data editor or browse mode to view, edit, and verify imports.
Learn how to make different pie charts in Stata using a sample data set, including married vs non-married, labeling with percent, and combining wage with race, plus exploded pie charts.
Explore how multicollinearity causes unstable regression coefficients and inflated standard errors, lowering t-statistics and statistical power, and producing misleading R-squared that jeopardizes forecasting.
Detect multicollinearity using correlation matrix, VIF, tolerance, and condition index, with 80% thresholds and practical analysis to follow in software.
Master stata techniques to differentiate time series and panel data and convert time series data into panel data using multi-country examples.
Check the stationarity of the panel data by running unit root tests, including the living Q and Hendry M tests, after declaring the data as panel in Stata.
Identify and explain the seven main causes of heteroscedasticity, including changing relationships, outliers, incorrect models, omitted variables, measurement error, time-related variability, and data aggregation, with practical examples.
Detect heteroscedasticity with a graphical method using OLS residuals and a residuals vs predicted values plot, and with a park test on ln e^2 and ln x at 0.05.
Apply descriptive statistics in Stata to raw data to reveal mean, median, mode, variance, standard deviation, skewness, kurtosis, and identify outliers.
Learn to check residuals for constant variance in Stata by importing Excel data, running a regression, generating residuals, and applying a heteroskedasticity test with p-values guiding the decision.
Apply the granger causality test in stata to assess whether gdp and population causally influence each other, interpret p-values, select lags, and report one-way or two-way effects.
Apply the Westerlund co-integration test to panel data to determine if some panels are co-integrated or all panels are co-integrated, and learn to run it in Stata and interpret p-values.
Explore the first method to determine the lag length for a VAR model using LR, FPE, AIC, HQC, and SBIC, with data imported from Excel to Stata.
This lecture demonstrates applying fixed and random effects in Stata for panel data, running pooled and linear regressions, and using the Hausman test to choose the better model.
Course Description
This course provides a comprehensive introduction to STATA, a powerful statistical software widely used in various fields such as economics, sociology, political science, and public health. The course focuses on the practical application of STATA, covering data management, statistical analysis, and interpretation of results. Students will learn how to perform a range of statistical tests, create meaningful visualizations, and draw valid conclusions from their data. Through hands-on exercises and real-world examples, students will develop the skills necessary to effectively use STATA for their research and professional needs.
Course Objectives
To provide students with a thorough understanding of the STATA interface and its functionalities.
To teach students how to import, manage, and manipulate datasets in STATA.
To equip students with the knowledge to perform a variety of statistical tests and analyses using STATA.
To enable students to interpret and communicate the results of their statistical analyses effectively.
To develop students’ ability to create and customize data visualizations in STATA.
Introduction to STATA
Overview of STATA
Installation and setup
Navigating the STATA interface
Basic commands and syntax
Data types and structures in STATA
Data Management in STATA
Importing data from various sources (Excel, CSV, etc.)
Data cleaning and preparation
Data transformation (sorting, merging, reshaping)
Handling missing data
Descriptive Statistics
Summary statistics (mean, median, mode, etc.)
Frequency distributions and cross-tabulations
Measures of dispersion (variance, standard deviation, etc.)
Data visualization (histograms, bar charts, pie charts)
Inferential Statistics I
Hypothesis testing
t-tests (one-sample, independent, paired)
Chi-square tests
Analysis of variance (ANOVA)
Inferential Statistics II
Correlation analysis
Simple linear regression
Multiple regression analysis
Assumptions and diagnostics for regression models
Advanced Statistical Tests
Logistic regression
Factor analysis
Time series analysis
Panel data analysis
Estimating Models in STATA
Detecting Multicollinearity
Solution to Multicollinearity
Stationarity of Time Series
Stationarity of Panel data
Converting non-stationary series to Stationary
R-Sqaure
Auto-Correlation
Removal of Auto-Correlation
Johansen-cointegration Test
Granger Causality Test
VAR model
Forecasting in VAR model
VECM model
Fixed Effect
Random Effect
Hausman Test
Preparing Reports and Documentation
Creating tables and reports in STATA
Documenting and annotating your work
Best practices for reproducible research
Sharing and collaborating on STATA projects
Special Topics in STATA
Survey data analysis
Handling complex survey designs
Advanced econometric techniques
Customizing STATA with user-written commands
Review and Final Project
Review of key concepts and techniques
Q&A and troubleshooting
Final project presentations
Course wrap-up and feedback