stata – be the master
DESCRIPTION
Stata – be the master. Stata. “After I have run my standard commands, what can I do to make my model better (and understand better what is going on)?”. Using dummies with interval variables can help improve fit. Create two extra dummies: one for here and one for here - PowerPoint PPT PresentationTRANSCRIPT
Stata – be the master
Stata
“After I have run my standard commands, what can I do to make my model better (and understand better what is going on)?”
Using dummies with interval variables can help improve fit
- Create two extra dummies: one for here and one for here- Or (typically when you have a lot of data points):
create dummies per group
Variables need not be normally distributed … but it is often nice if they are
(and gladder price will give you a graphical representation as well)
interact.ado• A command to generate interaction effects• Centralizes automatically for interval variables (and that’s
important)
interact var1 var2, gen(var1_X_var2)
Installation:+ Download diagfiles.zip online+ Put files in some folder+ Add that folder to adopath (adopath + “/folderpath”)(+ Add this adopath statement to “profile.do”)
Interpreting interactions:when you have interactions,
“there are no main effects any more”
Potential transformations - fracpoly
… and there are several options, for instance to decide on the space of searched transformations
fracplot shows the estimated shape
Finding outliers - diag2.ado
(but only possible after regress, and you have to keep thinking yourself!)
The better way to find outliers in logit: ldfbeta(“findit ldfbeta”)
Note:Actually notcompletely Correct.
Better (but moretedious), is to standardize theX-variables first.
Other possibilities …
• Try to find a subset of your data for which your model works better / differently (typically easier when you know something about the topic substantially)
• Consider sequences of models, instead of focusing on “the best model”:
Sequences of models(easiest when you do not have that many variables)
Handy bits of coding
global VARS var1 var2 var3 …reg y $VARS
forvalues i = 1/10 {gen var`i’ = (varindata == `i’)
}
Granddad talking:
More buttons getrid of determination …
zebra
squeeze, but be honest
To Do
• Back to your logistic regression assignment.
• Compare what others have done with the dataset that you had.
• Improve, squeeze, and deliver one assignment (make that a do-file) per data set