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Stata Textbook Examples
Statistical Methods for the Social Sciences by Alan Agresti and Barbra Finley
Chapter 9: Linear Regression and Correlation

Table 9.1, page 302.
use http://www.ats.ucla.edu/stat/stata/examples/smss/crime, clear

list

           sid      state     crime     murder   pctmetro   pctwhite      pcths    poverty     single
  1.         1         ak       761          9       41.8       75.2       86.6        9.1       14.3
  2.         2         al       780       11.6       67.4       73.5       66.9       17.4       11.5
  3.         3         ar       593       10.2       44.7       82.9       66.3         20       10.7
  4.         4         az       715        8.6       84.7       88.6       78.7       15.4       12.1
  5.         5         ca      1078       13.1       96.7       79.3       76.2       18.2       12.5
  6.         6         co       567        5.8       81.8       92.5       84.4        9.9       12.1
  7.         7         ct       456        6.3       95.7         89       79.2        8.5       10.1
(data omitted)
 48.        48         wi       264        4.4       68.1       92.1       78.6       12.6       10.4
 49.        49         wv       208        6.9       41.8       96.3         66       22.2        9.4
 50.        50         wy       286        3.4       29.7       95.9         83       13.3       10.8
 51.        51         dc      2922       78.5        100       31.8       73.1       26.4       22.1
Figure 9.4, page 308.
graph twoway (scatter murder poverty if state ~= "md") ///
	(scatter murder poverty if state == "md", mlabel(state))
Table 9.2, page 310.
summarize murder poverty

    Variable |     Obs        Mean   Std. Dev.       Min        Max
-------------+-----------------------------------------------------
      murder |      51    8.727451   10.71758        1.6       78.5
     poverty |      51    14.25882   4.584242          8       26.4

regress murder poverty

      Source |       SS       df       MS              Number of obs =      51
-------------+------------------------------           F(  1,    49) =   23.08
       Model |  1839.06931     1  1839.06931           Prob > F      =  0.0000
    Residual |  3904.25223    49  79.6786169           R-squared     =  0.3202
-------------+------------------------------           Adj R-squared =  0.3063
       Total |  5743.32154    50  114.866431           Root MSE      =  8.9263

------------------------------------------------------------------------------
      murder |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
     poverty |    1.32296   .2753711     4.80   0.000     .7695805    1.876338
       _cons |   -10.1364   4.120616    -2.46   0.017    -18.41708   -1.855707
------------------------------------------------------------------------------
Table 9.2, page 312.
regress murder poverty if state~="dc"

      Source |       SS       df       MS              Number of obs =      50
-------------+------------------------------           F(  1,    48) =   31.36
       Model |  307.342297     1  307.342297           Prob > F      =  0.0000
    Residual |  470.406476    48  9.80013492           R-squared     =  0.3952
-------------+------------------------------           Adj R-squared =  0.3826
       Total |  777.748773    49  15.8724239           Root MSE      =  3.1305

------------------------------------------------------------------------------
      murder |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
     poverty |   .5842405    .104327     5.60   0.000     .3744771    .7940039
       _cons |  -.8567153   1.527798    -0.56   0.578     -3.92856    2.215129
------------------------------------------------------------------------------

predict p2
predict resid, resid
sort sid
list murder p2 resid in 1/6

        murder         p2      resid
  1.         9   4.459874   4.540126
  2.      11.6    9.30907   2.290931
  3.      10.2    10.8281  -.6280956
  4.       8.6   8.140589   .4594117
  5.      13.1   9.776463   3.323538
  6.       5.8   4.927266   .8727344
Figure 9.6, page 311.
graph twoway (scatter murder poverty) (lfit murder poverty) (lfit murder poverty if state ~= "dc")
Figure 9.7, page 312.
graph twoway (scatter murder poverty if state ~= "dc") (lfit murder poverty if state ~= "dc") ///
	 (scatter murder poverty if state == "la", mlabel(state))
Example 9.9, page 325.
regress murder poverty if state~="dc"

      Source |       SS       df       MS              Number of obs =      50
-------------+------------------------------           F(  1,    48) =   31.36
       Model |  307.342297     1  307.342297           Prob > F      =  0.0000
    Residual |  470.406476    48  9.80013492           R-squared     =  0.3952
-------------+------------------------------           Adj R-squared =  0.3826
       Total |  777.748773    49  15.8724239           Root MSE      =  3.1305

------------------------------------------------------------------------------
      murder |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
     poverty |   .5842405    .104327     5.60   0.000     .3744771    .7940039
       _cons |  -.8567153   1.527798    -0.56   0.578     -3.92856    2.215129
------------------------------------------------------------------------------
Table 9.4, page 329.
use http://www.ats.ucla.edu/stat/stata/examples/smss/hsales, clear

list

         price       size      bdrms    bathrms        new
  1.      48.5        1.1          3          1         no
  2.        55       1.01          3          2         no
  3.        68       1.45          3          2         no
(data omitted)
 90.       150       2.04          3          3         no
 91.     172.9       2.25          4          2        yes
 92.       190       2.57          4          3        yes
 93.       280       3.85          4          3         no
Tables 9.5 and 9.6, page 331; Example 9.11, page 332.
regress price size

      Source |       SS       df       MS              Number of obs =      93
-------------+------------------------------           F(  1,    91) =  382.63
       Model |  145097.459     1  145097.459           Prob > F      =  0.0000
    Residual |  34508.4029    91  379.213218           R-squared     =  0.8079
-------------+------------------------------           Adj R-squared =  0.8058
       Total |  179605.862    92  1952.23763           Root MSE      =  19.473

------------------------------------------------------------------------------
       price |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
        size |   75.60684   3.865208    19.56   0.000     67.92908     83.2846
       _cons |  -25.19356    6.68845    -3.77   0.000    -38.47935   -11.90778
------------------------------------------------------------------------------
Figure 9.15, page 330.
graph twoway (scatter price size) (lfit price size), ylabel(0(50)300)
Table 9.7, page 335.
correlate crime murder poverty single if state~="dc"
(obs=50)

             |    crime   murder  poverty   single
-------------+------------------------------------
       crime |   1.0000
      murder |   0.7815   1.0000
     poverty |   0.3688   0.6286   1.0000
      single |   0.6487   0.7281   0.4303   1.0000

pwcorr crime murder poverty single if state~="dc", sig

             |    crime   murder  poverty   single
-------------+------------------------------------
       crime |   1.0000 
             |
             |
      murder |   0.7815   1.0000 
             |   0.0000
             |
     poverty |   0.3688   0.6286   1.0000 
             |   0.0084   0.0000
             |
      single |   0.6487   0.7281   0.4303   1.0000 
             |   0.0000   0.0000   0.0018

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