This document provides an outline for tutorials on using STATA software for statistical analysis, focusing on linear regressions. It describes datasets used in examples from an econometrics textbook. The outline lists topics covered in the tutorials, including regressions, F-statistics, fitted values, residuals, and challenges. It directs readers to a website for downloading tutorial examples and guides to using STATA for additional statistical techniques.

1. STATA: Data Analysis Software
STATA
Linear Regressions
www.STATA.org.uk
Step-by Step Screenshot Guides
to help you use STATA
Not affiliated with Stata Corp.

2. Datasets Used in Tutorial
– Datasets in these tutorials are based on examples in:
Stock and Watson (2006)
“Introduction to Econometrics”
– You can obtain all of the datasets used in these tutorials
by downloading a STATA command file from
http://www.stata.org.uk/download-examples.html

3. Outline
– Statistical Analysis
• Linear Regressions
– Regressions
– F-stat
– Fitted Values
– Residuals
– Challenge

8. Outline
– Statistical Analysis
• Linear Regressions
– Regressions
– F-stat
– Fitted Values
– Residuals
– Challenge

12. Outline
– Statistical Analysis
• Linear Regressions
– Regressions
– F-stat
– Fitted Values
– Residuals
– Challenge

18. Outline
– Statistical Analysis
• Linear Regressions
– Regressions
– F-stat
– Fitted Values
– Residuals
– Challenge

24. Outline
– Statistical Analysis
• Linear Regressions
– Regressions
– F-stat
– Fitted Values
– Residuals
– Challenge

25. Regression: Challenge
Challenge
– Estimate regression of read_scr vs str
Method
– Use current data
– Plot scatter graph of read_scr vs str
– Conduct linear regression with robust errors
– Save fitted values
– Plot scatter graph with overlaid fitted values

48. www.STATA.org.uk
– If you visit www.STATA.org.uk you can download
tutorials on these other topics:
Data Management Statistical Analysis
Importing Data Summary Statistics
Graphs Linear Regressions
Presenting Output Panel Regressions
Merge or Drop Data Time Series Analysis
Instrumental Variables
Probit Analysis