Robust Regression: replace “regress” with “rreg”
Omitted Variables Test: run a regression with “fit” instead of regress and then,
as a next command, type: ovtest (executes Ramsey Reset).
Predicting Scores from a Combination of Scores on the Independent
Variables that are Not in the Data Set: Since you will need a data set that contains the values on the independent variables, (1) start by going into Excel and creating a file that contains the variable names and the desired scores on the independent variables (remember that row #1 contains the variable names – thus row #2 will be the first row with scores on the independent variables). [Note on Excel: (1) “ctrl z” (i.e., control z) will “undo” what you last did in Excel; (2) to repeat a score down a column: click once and “drag” to highlight and use “ctrl d” to duplicate the number.]; (2) save as both an Excel file and a “tab delimited text file” – thus, click on “save” and save as an Excel file to the “c” drive then click on “save as” and highlight “tab delimited text file” and save to the “c” drive. (3) go into Stata
and bring in the tab delimited text file you just created by typing: insheet using “C:/deterp.txt” (you need the quotation marks – deterp is the name of the file) (4) now save this file as a Stata file by clicking on “file” (upper left corner) and then “save as” (make sure that the “c” drive is highlighted and you have a put the file name – without an extension – in the file name box (such as: deterp) (5) now bring in the data set on which the coefficient values are to be estimated (i.e., not the set you just created and saved in Stata) (6) run the equation that you want to use to estimate the coefficients (7) bring in the set you created by typing: use “C:/deterp.dta” (8) type: predict yhat (9) click on “window” and then click on “data editor” and the “yhat” column will show the predicted values.
Multinomial Logit/Probit: Stata automatically selects the most frequent
occurring outcome as the base outcome (i.e., the outcome all other outcomes are compared to). If you want to designate category 2 as the base type: mlogit grhcum ccus86, base (2)
Event History/Hazard Model/Survival Analysis:
Note for State Politics Research: In analyses of state’s over time (i.e., consecutive yearly observations on a state) use probit or “xtprobit” (I believe you’ll get the same results) instead of a continuous time procedure (e.g., cox regression) because time is not continuous (i.e., many state legislatures only meet for several months of the year – William Berry suggest this). A good robustness check is to use the “cluster” option discussed below by state [i.e., on the end of the command line put a comma and then cluster(state)]