Table 2.1, page 32.
use lowbwt.dta, clear
(Hosmer and Lemeshow - from appendix 1)
tabulate race, gen(race_)
race | Freq. Percent Cum.
------------+-----------------------------------
white | 96 50.79 50.79
black | 26 13.76 64.55
other | 67 35.45 100.00
------------+-----------------------------------
Total | 189 100.00
list race race_2 race_3 in 1/3
race race_2 race_3
1. black 1 0
2. other 0 1
3. white 0 0
Table 2.2, page 36.
logit low age lwt race_2 race_3 ftv
Iteration 0: log likelihood = -117.336
Iteration 1: log likelihood = -111.41656
Iteration 2: log likelihood = -111.28677
Iteration 3: log likelihood = -111.28645
Logit estimates Number of obs = 189
LR chi2(5) = 12.10
Prob > chi2 = 0.0335
Log likelihood = -111.28645 Pseudo R2 = 0.0516
------------------------------------------------------------------------------
low | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
age | -.023823 .0337295 -0.71 0.480 -.0899317 .0422857
lwt | -.0142446 .0065407 -2.18 0.029 -.0270641 -.0014251
race_2 | 1.003898 .4978579 2.02 0.044 .0281143 1.979681
race_3 | .4331084 .3622397 1.20 0.232 -.2768684 1.143085
ftv | -.0493083 .1672386 -0.29 0.768 -.3770899 .2784733
_cons | 1.295366 1.071439 1.21 0.227 -.8046157 3.395347
------------------------------------------------------------------------------
Table 2.3, page 38.
logit low lwt race_2 race_3
Iteration 0: log likelihood = -117.336
Iteration 1: log likelihood = -111.7491
Iteration 2: log likelihood = -111.62983
Iteration 3: log likelihood = -111.62955
Logit estimates Number of obs = 189
LR chi2(3) = 11.41
Prob > chi2 = 0.0097
Log likelihood = -111.62955 Pseudo R2 = 0.0486
------------------------------------------------------------------------------
low | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lwt | -.0152231 .0064393 -2.36 0.018 -.0278439 -.0026023
race_2 | 1.081066 .4880512 2.22 0.027 .1245034 2.037629
race_3 | .4806033 .3566733 1.35 0.178 -.2184636 1.17967
_cons | .8057535 .8451625 0.95 0.340 -.8507345 2.462241
------------------------------------------------------------------------------
Table 2.4, page 42.
* Stata 8 code.
vce
* Stata 9 code and output.
estat vce
Covariance matrix of coefficients of logit model
e(V) | lwt race_2 race_3 _cons
-------------+------------------------------------------------
lwt | .00004146
race_2 | -.00064703 .23819397
race_3 | .00035585 .05320001 .12721584
_cons | -.00521365 .02260223 -.1034968 .71429959