What do you do after estimating your regression model. You can think of it as creating a new dataset composed of items specified by either results saved from commands such as from regressions or specified as a subset of an original dataset. The variables read, write, and math give the students scores in reading, writing, and math respectively. Stata module providing post estimation command for testing the parallel regression assumption, by maarten l. For more information, see the manual entry on the postestimation selector. Methods and formulas let index j be used to index observations. We can use the postestimation selector to guide us to the postestimation tools that are available after any model that we fit, and with any combinations of options or prefixes. Estimation is so strongly intertwined with statistics that when sample characteristics are not the best estimates of the population parameter the variance is a case in point, statistical software automatically uses formulae that are used for population estimates. An estimation command is any command which produces some inference, for example mean to obtain the mean and a confidence interval, or regress as we discussed above. Does anyone know how to make a graph representing logit p according to independent variable with stata. To make things simple, this tidbit focuses just on the basics. Jan 15, 2016 programming an estimation command in stata. Stata has a large suite of commands that can estimate and graph various statistics after a.
Related post estimation commands for logistic regression are. Per the theme of this series, i discuss plugins for estimation commands. Post estimation commands have been extended over what is available in stpm. Many of my colleagues use stata note it is not stata, and i particularly like it for various panel data models. After fitting a logistic regression model in stata, an roc curve for the predicted model can be plotted using the lroc post estimation command. The following postestimation commands are of special interest after regress. The example for this faq uses data on high school students. Postestimation commands for the analysis of residuals and regression diagnostics are documented here. Mar 23, 2010 this tidbit introduces how you can post results from estimation commands, focusing on the regress command.
Scott long at indiana, i have written the spost suite of commands for post estimation analysis of predicted quantities in stata. Statas postestimation commands are commands that can be used to further process the results produced by a socalled estimation command, such as med4way. The output from a postestimation command may vary after say regress or logistic and some commands or commands options may not be available for all estimation commands. Factor notation, so a quick way to make all of the dummy variables is via tabulate month, genm. Apr 19, 2020 however, gtools commands typically mimic the functionality of existing stata commands, including communitycontributed programs, meaning many of the ideas and options are based on them see the respective help files for details.
Practically all of these commands, which are free, can be downloaded from the ssc statistical software components archive. I want to be able to fit the following post estimation commands, based on suggestions in alan acocks text. This is because stata allows members of the stata community to share their expertise. This is the 29th post in the series programming an estimation command in stata. Most singleequation estimation commands have the syntax commandvarlist if in weight, options and most multipleequation estimation.
Useful stata commands 2019 rensselaer polytechnic institute. Below you will find a list of the most common general. Stata module containing postestimation commands for models using a restricted cubic spline, statistical software components s456928, boston college department of economics, revised dec 20. I write ado commands that estimate the parameters of an exponential conditional mean model and a probit conditional mean model by nonlinear least squares, using the methods that i discussed in the post programming an estimation command in stata. How can i perform post estimation tests with multiply. Stata module containing post estimation commands for models using a restricted cubic spline, by maarten l. Besides displaying output in the results window, stata stores results that you can use as inputs to subsequent commands. Linear regression, also known as simple linear regression or bivariate linear regression, is used when we want to predict the value of a dependent variable based on the value of an independent variable. Using the predict postestimation command in stata to create predicted values and residuals.
Nov 25, 20 using the predict postestimation command in stata to create predicted values and residuals. Throughout, estimation commands specify robust standard errors. Stata module to estimate flexible parametric survival. Learn the basics of the test and testparm commands in stata. Linear regression analysis in stata procedure, output and. Linear regression analysis using stata introduction. We have shown examples of using saved results in writing greek letters and other symbols in graphs and ways to count the number of unique values in a variable where we used results stored in r. The stata blog programming an estimation command in stata. Spost is a collection of postestimation commands for regression models which takes advantage of stata s powerful margins command and factor variable notation. For those who or working with people who find comfort in working with tables in excel after data processing or estimation in stata yes, there are others who dont find comfort in this.
You can use the postestimation command predict to obtain predictions, residuals, influence statistics, and the like, either for the data on. There are about currently about 50 stata commands for various analyses of survey data, including the following analyses and others. These commands employ the stata and r package rdrobust for plotting, estimation, and inference. Stata is a statistical system that includes capabilities for estimating time series, panel data, systems of equations, multinomial logit, and other models common in econometrics. Between sas and stata, which software program do people prefer for multilevel modeling of large datasets. Does anyone know how to make a graph representing logit p. Between sas and stata, which software program do people. The stata journal analysis of regression discontinuity. Statistical software components from boston college department of economics.
Stata module comparing two nested models using an ftest, by maarten l. For postestimation tests specific to time series, see r regress postestimation time. You will be able to parse both standard and nonstandard stata syntax using the intuitive syntax command, to manage and process saved results, to post your own saved results, to process bygroups, to create data management commands, to program your own maximumlikelihood estimator, and more. Once spost is installed, the help files provide very good information on the commands. After a regression, there is a variety of followup work you may want to do. It shows you the postestimation statistics, tests, and predictions that you could use after any estimation command. Below we show how to perform post estimation hypothesis tests on models based on multiply imputed data with mi estimate, mi test and mi testtransform. After running an estimation command, stata provides access to postestimation. How can i extract logit with postestimation commands. Feb, 2020 stata command to perform randomization inference and permutation tests, allowing for arbitrary randomization procedures with almost any stata command.
Statas data management features give you complete control. In addition, stpm2 can fit relative survival models by use of the bhazard option. I have recently used the glamm suite in stata to estimate. For the latest version, open it from the course disk space. Lets look at a simple regression predicting y from x1. Some stata notes differenceindifference models and. There are countless commands written by very, very smart non stata employees that are available to all stata users. Also one of my favorite parts of stata code that are sometimes tedious to replicate in other stat. These features make stata one of the easiest mle programs to work with. It handles instrumental variable estimation and includes methods for dealing with heteroskedasticity and autocorrelated errors. After running an estimation command, stata provides access to postestimation commands and returned objects. Stata module containing postestimation commands for models using a restricted cubic spline. In short, learn to create commands that act just like. Nov 25, 20 a brief introduction to the contrast postestimation command to make planned comparisons of regression coefficients.
This is an updated version of stpm2 from that published in stata journal, 9. Scott long and simon cheng also have excel spreadsheets available to. Stata is a complete, integrated software package that provides all your data science needsdata manipulation, visualization, statistics, and reproducible reporting. In this post, i discuss the tradeoffs of writing a plugin, and i discuss a simple program whose calculations i will replace with plugins in subsequent posts. Estimation of means, totals, ratios, and proportions. How can i perform post estimation tests with multiply imputed. All a postestimation command is, is a command that can only be run after an estimation command. While we could have found a list of available postestimation commands from the help file for logistic postestimation, the postestimation selector is more. Stata s margins does the heavy lifting, but mchange, mgen, and mtable make margins a much more effective for data analysis tools. Most singleequation estimation commands have the syntax commandvarlist if in weight, options and most multipleequation estimation commands have the syntax. The wonderful world of user written commands in stata the. A post estimation command can be used to predict the value of the dependent variable. After estimation with probit, you can perform hypothesis tests by using the test or testnl command.
Nov 16, 2018 after running med4way, a suite of userfriendly official stata postestimation commands is readily available. For most examples online on stata, those values are either dummies or continuous. The postfile commands are a suite of commands designed to post results in stata. To access the stata program in these labs, use the q drive. This document briefly summarizes stata commands useful in econ4570 econometrics and econ6570 advanced econometrics. Stata is statistical analysis software used commonly in social sciences.
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