by Xiao Chen, Philip B. Ender, Michael Mitchell and Christine Wells
(in alphabetical order)
The aim of these materials is to help you increase your skills in using regression analysis
with Stata. This web book does not
teach regression, per se, but focuses on how to perform regression analyses
using Stata. It is assumed
that you have had at least a one quarter/semester course in regression (linear models) or a general
statistical methods course that covers simple and multiple regression and have
access to a regression textbook that explains the theoretical background of the
materials covered in these chapters. These
materials also assume you are familiar with using Stata, for example that you
have taken the Introduction to Stata class or have
equivalent knowledge of Stata.
Book Chapters
(also see short outline)
- Section 1: Regression Concepts
- Section 2: Categorical
Coding and Interactions in Depth
- Chapter 5 – Additional coding systems
for categorical variables in regression analysis - Chapter 6 – More on interactions of categorical variables in
regression analysis (Draft version) - Chapter 7 – More on interactions of continuous and categorical
variables in regression analysis (under development) - Chapter 8 – Interactions of continuous variables in regression
analysis (under development)
Accessing the Data Files
All data files used in the book are
available as Stata (.dta) files. The files can be downloaded from within
Stata. The general form of the command looks as follows:
use https://stats.idre.ucla.edu/stat/stata/webbooks/reg/filename
where filename is replaced by the name of the file. Once you have loaded the data
file into your computer’s memory, you should save it to the local hard disk so that it
will load faster when you use the file in the future. For convenience, here is a
link to a zipped file which contain all the data
files used in the book.
Recommended Readings
Stata Manuals. It is important to have Stata manuals to learn about
the Stata commands. We hope these chapters will introduce you to a number of new
Stata commands, however it is important to have the manuals to show you the detail of the
syntax of the commands, examples, and technical explanations of what the commands are
doing. (The help command is very useful as a quick reminder about how to
use a command, but is no substitute for learning fine details of Stata commands).
For the economy minded, the Stata Reference Manual Extract is a condensed
version of the reference manual that covers most of the important material for the most
commonly used commands. However, if you are a serious Stata user, we recommend that
you have the Stata Reference Manual (volumes 1-4) which cover all of the Stata
commands in great detail. Stata manuals can be purchased at reduced rates (GradPlan
pricing) for UCLA students and employees. Orders should be placed directly with Stata (how to purchase) and
will be available for pick-up from Software Central within 2 business days–you will
receive email notification when your purchase is ready.
Regression Textbooks
There may be a number of regression
concepts introduced in the chapters that are new to you. Since the
chapters focus on how to analyze your data using Stata (and not the underlying
concepts) you may want to have a good regression textbook to help explain such
concepts. Below we list a number of regression books that we would recommend. Each of these books is very good in their own way and
yet, each one of them is different. Different individuals prefer
different books from the list, and some of them may appeal to your learning style more than
others. If you are interested in acquiring one of these books, we would invite you
to preview them via our Statistics Books for Loan program.
Chatterjee, S., Hadi, A., & Price, B. (2000) Regression analysis by example.
New York: Wiley. ISBN 0-471-31946-5
Fox, J. (1997) Applied regression analysis, linear models, and related methods.
Thousand Oaks, CA: Sage Publications. ISBN 0-8039-4540-X
Hamilton, L.C. (1992) Regression with graphics. Belmont, CA: Wadsworth. ISBN
0-534-15900-1
Pedhazur, E.J. (1997). Multiple regression in behavioral research, third edition.
New York: Harcourt Brace College Publishers. ISBN 0-03-072831-2
How to Cite This Page
We welcome you to cite our web book as you would cite other books or journal
articles. Here is the recommended method for citing this book.
Chen, X., Ender, P., Mitchell, M. and Wells, C. (2003).
Regression with Stata, from
https://stats.idre.ucla.edu/stat/stata/webbooks/reg/default.htm .