Basic command and output
- Regression analyses is one of the most important functionalities of Stata
- Type help estimation commands for an overview of the large variety of available estimation commands. In addition, there are a large number of open source user written commands you can download
- Here, we will focus on ordinary least squares regressions with the regress command
- Refer to the graphs & tables chapter for how to save and export regression results.
Regression intuition
* Simple regression
webuse nhanes2, clear
// model: bmi_i = b_0 + b_1 * age_i + eps_i
regress bmi age
// abbreviated command
reg bmi age
// visualisation (could also be dropped if graphs come afterwards)
graph twoway (scatter bmi age) (lfit bmi age)
// without constant
reg bmi age, noconstant
// set alpha level to 10% (default is 5%) --> changes which CIs are displayed
reg bmi age, level(90)