stata4.key

是一个经济学管理应用软件 很难找的 但是经济学学生又必须用到

.x
	11/01	How do I calculate values of the beta function?
		FAQS/stat/beta.html

.e FAQ
.c faq
.t The variance function in nbreg
.a R. Gutierrez
.k stat-istics nbreg neg-ative binom-ial reg-ressions variance-s func-tions
.k nb1 nb2 mean-s dispers-ion constant
.x
	10/01	How do you specify the variance function in ^nbreg^
		to coincide with Cameron and Trivedi's (Regression
		analysis of count data, page 62) NB1 and NB2 variance
		functions?
		What is the difference between the models fit using
		^nbreg^, ^dispersion(mean)^ and ^nbreg^, ^dispersion(constant)^?
		FAQS/stat/nbreg1.html

.e FAQ
.c faq
.t Endogeneity versus sample selection bias
.a D. Millimet
.k stat-istics endog-enous samp-le selec-tion model-s bias-es heckman treatreg
.x
	10/01	What is the difference between 'endogeneity' and
		'sample selection bias'?
		FAQS/stat/bias.html

.e FAQ
.c faq
.t Baseline hazard and baseline hazard contribution
.a W. Gould
.k stat-istics baseline haz-ards baseh-c stcox
.x
	10/01	What is the relationship between baseline hazard and
		baseline hazard contribution?
		FAQS/stat/hazard.html

.e FAQ
.c faq
.t Pseudo R-squared for ^xtprobit^
.a W. Gould
.k stat-istics r-squared sq-uared pseudo-rsquared r-2 xtprobit
.x
	10/01	How can I calculate the pseudo R-squared for ^xtprobit^?
		FAQS/stat/xtprobit.html

.e FAQ
.c faq
.t Relationship between ordered probit and probit
.a W. Gould
.k stat-istics probit reg-ressions oprobit order-ed intercept constant-s
.x
	9/01	Is it possible to include a constant term (intercept)
		in ordered probit model within Stata?
		What is the relationship between ordered probit and
		probit?
		FAQS/stat/constant.html

.e FAQ
.c faq
.t Resampling and missing values
.a J. Pitblado
.k stat-istics resamp-le resamp-ling samp-ling boot-strapped rand-om samp-les
.k bs miss-ing value-s
.x
	8/01	Why does bs now give a warning message for non-eclass
		commands?
		FAQS/stat/resample.html

.e FAQ
.c faq
.t Single degree-of-freedom tests after ANOVA using nonresidual error
.a K. Higbee
.k stat-istics anova anal-ysis variance-s anocova ancova test-s test-ing
.k nonresidual err-ors degree freedom
.x
	8/01	How can you specify a term other than residual error
		as the denominator in a single degree-of-freedom F test
		after ANOVA?
		FAQS/stat/singledof.html

.e FAQ
.c faq
.t Interpreting ^quadchk^ results
.a V. Wiggins
.k stat-istics quadchk util-ity quadra-ture approx-imations check-ing
.x
	4/01	How should I interpret changing @quadchk@ results?
		FAQS/stat/quadchk.html

.e FAQ
.c faq
.t Testing the equality of coefficients across independent regressions
.a A. McDowell
.k stat-istics test-s test-ing equal-ity coef-ficients reg-ressions
.k indep-endent
.x
	4/01	How do you test the equality of regression
		coefficients that are generated from two different
		regressions, estimated on two different samples?
		FAQS/stat/testing.html

.e FAQ
.c faq
.t Time-series operators
.a A. McDowell
.k stat-istics time-series series lag-s lag-ged lead-s oper-ators diff-erences
.k season-ally forw-ard numlist-s num-eric list-s num-bers varlist-s name-s
.k var-iables list-s
.x
	4/01	Where can I find a description of the various
		time-series operators?
		FAQS/stat/lags.html

.e FAQ
.c faq
.t Standard error of the predicted probability with logistic regression
.a R. Gutierrez
.k stat-istics est-imation est-imated est-imates logit logis-tic
.k pred-ictions pred-icted prob-ability prob-abilities reg-ressions
.k std err-ors stand-ard delta meth-ods
.x
	3/01	How do I obtain the standard error of the predicted
		probability with logistic regression analysis?
		FAQS/stat/delta.html

.e FAQ
.c faq
.t Between estimators
.a W. Gould
.k stat-istics cross section-al time-series series panel-s data longi-tudinal
.k xt fix-ed effect-s model-s rand-om within between xtreg be fe est-imators
.k est-imation est-imates
.x
	3/01	What is the between estimator?
		FAQS/stat/xt.html

.e FAQ
.c faq
.t Different results from ^xttobit^ on the same data in different sessions
.a V. Wiggins
.k stat-istics xt-tobit tobit quadra-ture quadchk
.x
	3/01	Why do I obtain different results when executing
		^xttobit^ on the same data in different sessions?
		FAQS/stat/xttobit.html

.e FAQ
.c faq
.t Determining the sample for a Heckman model
.a V. Wiggins and W. Gould
.k stat-istics heckman selec-tion model-s meth-ods bias-ed samp-le
.k two-step step consist-ent efficient
.x
	3/01	Why are observations that are noninformative about
		the dependent variable, but are known to be selected,
		excluded by ^heckman^ from the estimation sample?
		FAQS/stat/heckman.html

.e FAQ
.c faq
.t Producing adjusted means after ANOVA
.a K. Higbee
.k stat-istics adjust-ed mean-s anova anal-ysis variance-s anocova ancova
.x
	3/01	How can I produce adjusted means after ANOVA?
		FAQS/stat/adjusted.html

.e FAQ
.c faq
.t Obtaining the standard error of the regression with ^streg^
.a W. Gould
.k stat-istics streg st reg-ressions stand-ard err-ors std coef-ficients
.x
	3/01	How can I obtain the standard error of the regression
		with ^streg^?
		FAQS/stat/streg.html

.e FAQ
.c faq
.t Calculating the null distribution of a z-value
.a J. Hardin
.k stat-istics z t distrib-utions null huber white-s sandw-ich
.x
	3/01	How do I calculate the null distribution of a z-value?
		FAQS/stat/sandwich.html

.e FAQ
.c faq
.t Random samples from existing dataset
.a N. J. Cox
.k stat-istics samp-les samp-ling data-sets set-s manage-ment rand-om draw
.x
	12/00	How can I take random samples from an existing dataset?
		FAQS/stat/sampling.html

.e FAQ
.c faq
.t Two-stage least squares regression
.a V. Wiggins
.k stat-istics two 2 stage least sq-uares reg-ressions est-imates est-imation
.k 2sls instrum-ental var-iables endog-enous exog-enous system-s simult-aneous
.k eq-uations
.x
	7/00	Must I use all of my exogenous variables as instruments
		when estimating instrumental variables regression?
		FAQS/stat/ivreg.html

.e FAQ
.c faq
.t The divisor choice in xtgee. Technical FAQ.
.a D. M. Drukker
.k stat-istics xt-gee gee divisor
.x
	3/00	What are the divisors used in xtgee?
		FAQS/stat/xtgeetech.html

.e FAQ
.c faq
.t Computation of rho in the two-step Heckman estimator. Technical FAQ.
.a V. Wiggins
.k stat-istics two-step step heckman rho corr-elations
.x
	3/00	How are estimates of rho outside the bounds [-1,1]
		handled in the two-step Heckman estimator?
		FAQS/stat/twosteprho.html

.e FAQ
.c faq
.t Raw count data containing evidence of over-dispersion and excess zeros
.a D. Drukker
.k stat-istics zip zinb nbreg zero-s inflated poisson neg-ative binom-ial
.k model-s vuong over-dispersion dispers-ion excess count-s data
.x
	2/00	My raw data contain evidence of both over-
		dispersion and "excess zeros". Is a zero-inflated
		negative binomial model the only count data model
		that can account for both the over-dispersion and
		"excess-zeros"?
		FAQS/stat/nbreg.html

.e FAQ
.c faq
.t Logistic regression with grouped data
.a W. Sribney
.k stat-istics est-imation est-imated est-imates logis-tic reg-ressions
.k group-ed multin-omial polyt-omous logit glogit blogit
.x
	1/00	How can I do logistic regression or multinomial
		logistic regression with grouped data?
		FAQS/stat/grouped.html

.e FAQ
.c faq
.t Pooling data and performing Chow tests in linear regression
.a W. Gould
.k stat-istics reg-ressions linear pool data chow test-s test-ing constrain-ts
.k resid-ual variance equal-ity coef-ficients xt-gls
.x
	12/99	How can I pool data (and perform Chow tests) in
		linear regression without constraining the residual
		variances to be equal?
		FAQS/stat/awreg.html

.e FAQ
.c faq
.t Explanation of the delta method
.a A. H. Feiveson
.k stat-istics delta method stand-ard err-ors std transfo-rmations param-eters
.x
	12/99	What is the delta method and how it used to
		estimate the standard error of a transformed
		parameter?
		FAQS/stat/deltam.html

.e FAQ
.c faq
.t Obtaining the correlation matrix
.a W. Gould
.k stat-istics corr-elate corr-elations matr-ices matr-ix cov-ariances
.k variance-s
.x
	12/99	How can I obtain the correlation matrix as a Stata
		matrix?
		FAQS/stat/rho.html

.e FAQ
.c faq
.t Std. errors, conf. inter., & sig. tests for ORs, HRs, IRRs, & RRRs
.a W. Sribney and V. Wiggins
.k stat-istics rrr-s or-s hr-s irr-s conf-idence interv-als err-ors stand-ard
.k std test-s test-ing signif-icance odds ratio-s risk-s rate-s relativ-e
.k incid-ence haz-ards stcox streg poisson nbreg logis-tic mlogit delta method
.x
	12/99	How are the standard errors and confidence intervals
		computed for relative risk ratios (RRRs) by ^mlogit^?
		How are the standard errors and confidence intervals
		computed for odds ratios (ORs) by ^logistic^?
		How are the standard errors and confidence intervals
		computed for incidence rate ratios (IRRs) by ^poisson^
		and ^nbreg^?
		How are the standard errors and confidence intervals
		computed for hazard ratios (HRs) by ^stcox^ and ^streg^?
		FAQS/stat/2deltameth.html

.e FAQ
.c faq
.t Within group collinearity in conditional logistic regression
.a W. Gould
.k stat-istics clogit cond-itional reg-ressions logit logis-tic collinear-ity
.k intercept panel-s within group-s est-imation est-imated est-imates model-s
.k multicol-linearity
.x
	11/99	Why does ^clogit^ sometimes report a coefficient but
		missing value for the standard error, confidence
		interval, etc.?
		Why is there no intercept in the ^clogit^ model?
		Why can't I use covariates that are constant
		within panel?
		FAQS/stat/clogitcl.html

.e FAQ
.c faq
.t stsetting spell-type data
.a M. Cleves
.k stat-istics st-set spell-s data-sets set-s time-spans span-s surviv-al
.k gap-s fail-ure duration
.x
	11/99	How do I convert my spell-type data into a survival
		dataset?
		How do I ^stset^ my spell-type data?
		FAQS/stat/stspell.html

.e FAQ
.c faq
.t Analysis of multiple failure-time survival data
.a M. Cleves
.k stat-istics surviv-al fail-ure time anal-ysis duration reliab-ility
.k mult-iple marginal model-s andersen gill risk-s frail-ties frailty
.k cond-itional competing
.x
	11/99	How do I analyze multiple failure-time data using Stata?
		FAQS/stat/stmfail.html

.e FAQ
.c faq
.t Missing standard errors reported by ^cox^ and ^stcox^
.a M. Cleves
.k stat-istics st-cox cox stand-ard err-ors std miss-ing propor-tional haz-ards
.k reg-ressions st_rpool collinear-ity multicol-linearity
.x
	10/99	Why do ^stcox^ and ^cox^ sometimes produce missing
		standard errors?
		FAQS/stat/coxmiss.html

.e FAQ
.c faq
.t Tests comparing levels of a cat. variable after ^anova^ or ^regress^
.a K. Higbee
.k stat-istics test-s anova reg-ressions indica-tor var-iables dum-my dum-mies
.k cat-egorical factor-s cell mean-s model-s over-parameterized param-eterized
.k level-s anal-ysis of variance-s anocova ancova test-ing
.x
	10/99	How can I form various tests comparing the different
		levels of a categorical variable after ^anova^ or
		^regress^?
		FAQS/stat/test1.html

.e FAQ
.c faq
.t Comparing xtgls with regress, cluster()
.a V. Wiggins
.k stat-istics xt-gls clus-ters robust stand-ard err-ors std reg-ressions
.k hetero-scedasticity hetero-skedasticity panel-s correct-ed pcse fgls
.x
	8/99	How does ^xtgls^ differ from regression clustered with
		robust standard errors?
		FAQS/stat/xtgls_rob.html

.e FAQ
.c faq
.t Missing values reported by ^stsum^
.a M. Cleves
.k stat-istics stsum st surviv-al time miss-ing
.x
	7/99	Why does ^stsum^ sometimes report missing values for
		the percentiles of survival time?
		FAQS/stat/stsum.html

.e FAQ
.c faq
.t Relationship between the chi-squared and F distributions
.a W. Gould
.k stat-istics test-s chi-squared sq-uared chi-2 2 f-statistics distrib-utions
.k test-ing
.x
	7/99	Why does ^test^ sometimes produce chi-squared and other
		times F statistics?
		How are the chi-squared and F distributions related?
		FAQS/stat/wald.html

.e FAQ
.c faq
.t Chow and Wald tests
.a W. Gould
.k stat-istics chow test-s wald struc-tural change model stabil-ity robust
.k test-ing
.x
	7/99	How can I do a Chow test with the robust variance
		estimates, that is, after estimating with
		^regress, robust^?
		FAQS/stat/chow2.html

.e FAQ
.c faq
.t Mills' ratios and censoring direction in the Heckman selection model
.a V. Wiggins
.k stat-istics mill-s ratio inv-erse nonselec-tion hazard selec-tion heckman
.k samp-le censor-ing censor-ed direction model
.x
	5/99	Why are there so many formulas for the inverse of
		Mills' ratio?
		What if I have censoring from above/below in my
		Heckman selection model?
		FAQS/stat/invmills.html

.e FAQ
.c faq
.t ^xtreg^ with the ^mle^ option versus ^xtreg^ with the ^re^ option
.a V. Wiggins
.k stat-istics est-imation est-imated est-imates xt-reg ml-e re breusch pagan
.k cross section-al time-series series panel-s data-sets set-s longi-tudinal
.k reg-ressions hausm-ans robust meth-ods gls general-ized least sq-uares
.k specifica-tion test-s test-ing between within linear max-imum like-lihood
.k lagrange multipli-er mixed est-imators pred-ictions goodness fit
.k rand-om effect-s model-s pop-ulation ave-raged fix-ed between linear
.x