Stata commands

Load csv data

cd /home/paul/ 
insheet using filename.csv

tsset and xtset for panel variables

The 2 commands are basically similar (STATA forum discussion). tsset mentions "If you tsset panelvar timevar, you do not need to xtset panelvar timevar to use the xt commands."

xtset country year

View available test results

How to access stored estimation results
 
Stata help: "to see what was returned from an estimation command", type:

ereturn list

Then display results with:

 display e(depvar)

matrix list e(b)

View the source code of a command

viewsource xtset.ado

Panel cross section dependence tests in STATA and R

STATA example 

Using the Grunfeld investment data:

        use "http://fmwww.bc.edu/ec-p/data/Greene2000/TBL15-1.dta"
        xtset firm year
        xtreg i f c,fe
        xtcsd, pesaran

Output of the xtcsd command only:

Pesaran's test of cross sectional independence =     1.098, Pr = 0.2722

R example

Using the same data: 

library(foreign) # To import STATA .dta files
grunfeld <- font="" read.data="">"http://fmwww.bc.edu/ec-p/data/Greene2000/TBL15-1.dta")

pcdtest(i ~ f + c, data=grunfeld, model = "within", effect = "individual", index = c("firm","year"))

Ouput of the pcdtest command:

    Pesaran CD test for cross-sectional dependence in panels

data:  formula
z = 1.0979, p-value = 0.2722
alternative hypothesis: cross-sectional dependence

Installing STATA on Debian GNU-LINUX

I needed to install STATA to collaborate with a colleague at work. The computer guy gave me the software on a disk, with an installation guide. Here are the commands I entered following those instructions:

Create a directory for Stata

# mkdir /usr/local/stata13
# ln -s /usr/local/stata13/ /usr/local/stata

Install Stata

# cd /usr/local/stata13
# /media/paul/Stata/install

Stata 13 installation
---------------------

  1.  uncompressing files
  2.  extracting files
  3.  setting permissions

Done.  The next step is to run the license installer.  Type:

        ./stinit

If the licensed software is Stata/IC 13, you will be able to run Stata/IC by typing
        xstata              (Run windowed version of Stata/IC)
        stata               (Run console  version of Stata/IC)

Run the license installer

./stinit

There follows some questions about user name and affiliation. "The two lines, jointly, should not be longer than 67 characters."
Then comes the message:

Stata is initialized.
You should now, as superuser, verify that you can enter Stata by typing

        # ./stata
or
    # ./xstata

I added this to my .bashrc so that stata and xstata can be used as a command directly:

 export PATH=$PATH:/usr/local/stata

Both command "stata" and "xstata" work as a normal user now.

There is an error message when running xstata:

'Failed to load module "canberra-gtk-module"'

But this was not a problem at the start.

GNOME application launcher

I added STATA to the GNOME application lancher, by typing "application" in the launcher, then "main menu", "new menu".

R to Stata

I use R most of the time for data analysis and will export csv files to STATA.
R command to export csv files:

write.csv(dtf, "filename.csv", row.names = FALSE, na = ".")

STATA command to import csv files:

insheet using "filename.csv", delimiter(",")