stata time gap

seb obs 30
gen t=_n+1
tsset t,d
gen tx=_n+1+t
tsset tx,d
gen gap=tx-t
format %9.0g t
format %9.0g tx
gen gapn = tx-t

extract coef,se,t,pv from stata reg

Maarten Buis’s method to extract estimate from stata reg

——-begin correct code —
sysuse auto, clear
reg price mpg rep78 headroom trunk weight
matrix a = vecdiag(e(V))
matrix b = (e(b)\a)’
svmat b
rename b1 beta
gen se = sqrt(b2)
gen t = beta/se
gen p = 2*ttail(63,abs(t))
——— end correct code—–

Or use May’s code

data management in household data

#stata
cd “c:\data\”
reserve
keep id itm* amt*
outsheet using “c:\data\inc95t.txt”,comma
restore

probit ml in stata and R

/* Stata */

clear
set obs 1000
gen x=invnorm(uniform())
gen e=invnorm(uniform())
gen y=0.5+0.4*x+e
replace y=0 if y<=0
replace y=1 if y>0

hausman test

xtreg $output $input,fe
estimates store fixed
xtreg $output $input,re
hausman fixed .

gen non constant error in regression

set obs 1000
sca a=2
sca b=2
sca wt=10
gen x=uniform()*100
gen e=invnorm(uniform())
gen y=a+b*x+wt*e
reg y x

mata poisson

From Colin Cameron
http://cameron.econ.ucdavis.edu/stata/stata.html

* This program does

optimize in R et stata

stata
version 10
mata
void myeval(todo, x, y, g, H){
y = exp(-x^2 + x – 3)
}

S = optimize_init()
optimize_init_evaluator(S, &myeval())
optimize_init_params(S, 0)
x = optimize(S)
x
end

R
fr<-function(x){
-exp(-x^2+x-3)}
optim(c(0),fr,method=”BFGS”)

different y axis unit

Stata
twoway connected y t ||connected var2 t, yaxis(2)

R
par(mar=c(5,4,2,4),bg=’snow2′)
plot(unemp~tse,type=’b',pch=16,
col=4,ylab=”,xaxt=’n',xlab=’Time’)
#minor axis
axis(1,at=stse,labels=stse,
col.axis=1, las=1,tck=-0.009)
#major axis
axis(1,at=ltse,labels=ltse,tck=0.009)
abline(v=1958,col=’purple’,lwd=2)
mtext(‘Unemployment rate’,2,padj=-3.5)
#y2 axis
par(new=T)
plot(GNP~tse,xaxt=’n',ann=F,yaxt=’n',col=2,
xlab=”,ylab=’GNP’,type=’b',pch=15)
axis(4,at=seq(80,120,7),
labels=seq(80,120,7))
mtext(‘GNP’,4,padj=3.5)

/*SAS*/

%LET PATH=C:\DATA;
DATA LONG;
INFILE “&PATH\LONGLY.CSV” DLM=’,';
INPUT GNPD    GNP    Unemp ArmedF Population    Year Employed;
RUN;

goptions reset=all cback=WHITE;
/*V=DOT,STAR,CIRCLE,SQUARE*/

SYMBOL1 C=BLUE V=DOT L=1 W=1 I=JOIN;
SYMBOL2 C=RED V=STAR L=2 W=1 I=JOIN;

/* Create axis definitions  F:TIME FORMAT(‘Helvetica’),
H:HEIGHT*/

AXIS1  LABEL=(F=times H=4 PCT
ANGLE=90 ‘GNP’) OFFSET=(0,0)   ORDER=(200 TO 600 BY 50);
AXIS2  LABEL=(F=times H=4 PCT ANGLE=90 ‘UNEMP’)
OFFSET=(0,0) ORDER=(100 TO 500 BY 50);
AXIS3 ORDER=(1947 TO 1962 BY 2);

/*cREATE LEGEND CONTENT*/
LEGEND1 LABEL=none VALUE=(‘GNP’ ‘unemp’)
position=(top left inside)offset=(3,-1);
LEGEND2 LABEL=none  VALUE=(‘UNEMP’)
position=(top left inside) offset=(3,-2.5);

TITLE F=times H=4 PCT ‘SAS GPLOT’;
PROC GPLOT DATA=LONG;
PLOT GNP*YEAR/OVERLAY VAXIS=AXIS1 HAXIS=AXIS3 LEGEND=LEGEND1 HREF = 1958;
PLOT2 UNEMP*YEAR/OVERLAY VAXIS=AXIS2 LEGEND=legend2;
RUN;
QUIT;