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Statachen 发表于 2006-5-4 07:36:00 |显示全部楼层

Could you tell me how to estimate ARMAX models [Models with exogenous regressors] in Stata, SAS, SPSS? Thanks in advance!

[此贴子已经被作者于2006-5-4 11:42:54编辑过]

关键词:Resources resource Learning sources earning 讨论 Resources Stata For Learning

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stata SPSS
Statachen 发表于 2006-5-4 07:40:00 |显示全部楼层
and also Seasonal ARIMA models in Stata?
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Statachen 发表于 2006-5-4 07:42:00 |显示全部楼层

点击浏览该文件

Regression Models for Categorical Dependent Variables Using Stata, 2nd Edition


Regression Models for Categorical Dependent Variables Using Stata, 2nd Edition, by J. Scott Long and Jeremy Freese, shows how to fit and interpret regression models for categorical data with Stata. Nearly 50% longer than the previous edition, the book covers new topics for fitting and interpretating models included in Stata 9, such as multinomial probit models, the stereotype logistic model, and zero-truncated count models. Many of the interpretation techniques have been updated to include interval as well as point estimates.

Although regression models for categorical dependent variables are common, few texts explain how to interpret such models. Regression Models for Categorical Dependent Variables Using Stata, 2nd Edition, fills this void, showing how to fit and interpret regression models for categorical data with Stata. The authors also provide a suite of commands for hypothesis testing and model diagnostics to accompany the book.

The book begins with an excellent introduction to Stata and then provides a general treatment of estimation, testing, fit, and interpretation in this class of models. Binary, ordinal, nominal, and count outcomes are covered in detail in separate chapters. The final chapter discusses how to fit and interpret models with special characteristics, such as ordinal and nominal independent variables, interaction, and nonlinear terms. One appendix discusses the syntax of the author-written commands, and a second gives details of the datasets used by the authors in the book.

This book is filled with concrete examples. Because all the examples, datasets, and author-written commands are available from the authors’ web site, readers can easily replicate the examples using Stata. This book is ideal for students or applied researchers who want to know how to fit and interpret models for categorical data.

For further details or to order online, please visit the Stata Bookstore.

[此贴子已经被作者于2006-5-4 13:01:20编辑过]

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Statachen 发表于 2006-5-4 07:43:00 |显示全部楼层

Data Analysis Using Stata

Data Analysis Using Stata provides a comprehensive introduction to Stata that will be useful to those who are just learning statistics and Stata as well as users of other statistical packages making the switch to Stata. Throughout the book, the authors make extensive use of examples using data from the German Socioeconomic Panel, a large survey of households containing demographic, income, employment, and other key information.

The book begins with an introduction to the Stata interface and then proceeds with a discussion of Stata syntax and simple programming tools like foreach loops. The core of the book includes chapters on producing tables and graphs, performing linear regression, and using logistic regression. All key concepts are illustrated with multiple examples.

The remainder of the book includes chapters on reading text files, writing programs and ado-files, and Internet resources such as the search command and the SSC archive.

Overall, Kohler and Kreuter's book will serve as a valuable introduction to Stata, both for those who are new to statistics and statistical computing and for those new to Stata but familiar with other programs. The book also makes a handy reference guide for existing Stata users.

For further details or to order online, please visit the Stata Bookstore.

[此贴子已经被作者于2006-5-4 7:46:44编辑过]

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Statachen 发表于 2006-5-4 07:47:00 |显示全部楼层

Multilevel and Longitudinal Modeling Using Stata

This text is a Stata-specific treatment of generalized linear mixed models, also known as multilevel or hierarchical models. These models are "mixed" in the sense that they allow fixed and random effects and are "generalized" in the sense that they are appropriate not only for continuous Gaussian responses but also for binary, count, and other types of limited dependent variables.

Beginning with the comparatively simple random-intercept linear model without covariates, the text develops the mixed model from first principles, familiarizing the reader with terminology, summarizing and relating the widely used estimating strategies, and providing historical perspective.

Once this mixed-model foundation has been established, the text smoothly generalizes to random-intercept models with covariates and then to random-coefficient models. The middle chapters of the text apply the concepts defined earlier for Gaussian models to models for binary responses (e.g., logit and probit), ordinal responses (e.g., ordered logit and ordered probit), and count responses (e.g., Poisson). Models with multiple levels of random variation are then considered, as well as models with crossed (nonnested) random effects. The datasets used are real data from the medical, social, and behavioral sciences literature, and several thought-provoking exercises are included at the end of each chapter.

The text is loaded with applications of generalized mixed models performed in Stata. The authors are the developers of gllamm, a Stata program that can fit a vast array of latent-variable models, of which the generalized linear mixed model is a special case. With the release of version 9, Stata introduced the xtmixed command for fitting linear (Gaussian) mixed models. These two commands, combined with the rest of the xt suite of Stata commands (e.g., xtlogit, xtprobit), can be used in conjunction to perform comparative mixed-model analyses for various response families. The types of models fit by these commands sometimes overlap, and when this occurs the authors highlight the differences in syntax, data organization, and output for the two (or more) commands that can be used to fit the same model. The text also points out the relative strengths and weaknesses of each command when used to fit the same model, based on issues such as computational speed, accuracy, and available predictions and postestimation statistics. In particular, the relationship between gllamm and xtmixed and how they complement each other is made very clear.

In summary, this text is the most complete and up-to-date depiction of Stata's capacity for fitting generalized linear mixed models and an ideal introduction for Stata users wishing to learn about this powerful data-analysis tool.

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Statachen 发表于 2006-5-4 07:49:00 |显示全部楼层

Stata help for xtmixed

http://www.stata.com/help.cgi?xtmixed

[此贴子已经被作者于2006-5-4 7:52:43编辑过]

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Statachen 发表于 2006-5-4 07:53:00 |显示全部楼层

Applied Longitudinal Data Analysis: Modeling Change and Event Occurrence

Mplus
MLwiN
HLM SAS Stata SPlus SPSS Chapter Title
Download
Data
Download Download Download Download Download Download Download Table of Contents
Chapter 1 A framework for investigating change over time
Chapter 2 Chap 2 Chap 2 Chap 2 Chap 2 Exploring longitudinal data on change
Chapter 3 Chap 3 Chap 3 Chap 3 Chap 3 Chap 3 Chap 3 Introducing the multilevel model for change
Chapter 4 Chap 4 Chap 4 Chap 4 Chap 4 Chap 4 Chap 4 Doing data analysis with the multilevel model for change
Chapter 5 Chap 5 Chap 5 Chap 5 Chap 5 Chap 5 Chap 5 Chap 5 Treating time more flexibly
Chapter 6 Chap 6 Chap 6 Chap 6 Chap 6 Chap 6 Chap 6 Chap 6 Modeling discontinuous and nonlinear change
Chapter 7 Chap 7 Chap 7 Chap 7 Chap 7 Chap 7 Examining the multilevel model's error covariance structure
Chapter 8 Chap 8 Chap 8 Modeling change using covariance structure analysis
Chapter 9 Chap 9 Chap 9 Chap 9 A framework for investigating event occurrence
Chapter 10 Chap 10 Chap 10 Chap 10 Describing discrete-time event occurrence data
Chapter 11 Chap 11 Chap 11 Chap 11 Chap 11 Fitting basic discrete-time hazard models
Chapter 12 Chap 12 Chap 12 Chap 12 Extending the discrete-time hazard model
Chapter 13 Chap 13 Chap 13 Chap 13 Describing continuous-time event occurrence data
Chapter 14 Chap 14 Chap 14 Chap 14 Fitting the Cox regression model
Chapter 15 Chap 15 Chap 15 Chap 15 Extending the Cox regression model
Supplemental
Examples
Chap 5 Chap 5

[此贴子已经被作者于2006-5-4 7:54:37编辑过]

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Statachen 发表于 2006-5-4 08:03:00 |显示全部楼层

A review of Stata 8.1 and its time series capabilities

[此贴子已经被作者于2006-5-4 8:03:09编辑过]

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Statachen 发表于 2006-5-4 08:11:00 |显示全部楼层
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Statachen 发表于 2006-5-4 08:14:00 |显示全部楼层
Introductory lecture (Palm Beach County and Voting Machines)
1 (PDF)
2
Research design and variable measurement
2 (PDF)
3
Introduction to Descriptive Statistics including output from STATA® Graphing example
3 (PDF)
  (PDF)
4
Describing Bivariate Relationships
5
Regression Forced March
5 (PDF)
6
Multiple Regression
6 (PDF)
7
Sampling and Inference
7 (PDF)
8
Three Special Topics (Interaction Terms, Standardized Regression, and Measurement Error)
8 (PDF)

[此贴子已经被作者于2006-5-4 11:41:38编辑过]

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