Programming & Scientific Computing · Statistical & BI Software

Stata: Statistical Inference and Hypothesis Testing

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction Command Mapping · Advanced Programming

Overview

Topics covered

  • Introduction
  • Data architecture and inference in Stata
  • 1.1 Internal results storage structures: r-class and e-class
  • Parameter estimation, standard errors and asymptotic theory
  • 2.1 Standard Error Computation: Robustness and Clustering
  • Hypothesis testing: mathematical formulation and decision making

Related concepts

Main connections

  • Variance & standard deviation
  • Maximum likelihood estimation
  • Bootstrap resampling
  • Non-parametric tests
  • Logistic regression
  • Hypothesis testing

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

limN→∞P(|θ^N−θ|>ϵ)=0∀ϵ>0⟹θ^N→pθ
View LaTeX source\lim_{N \to \infty} P(|\hat{\theta}_N - \theta| > \epsilon) = 0 \quad \forall \epsilon > 0 \quad \Longrightarrow \quad \hat{\theta}_N \xrightarrow{p} \theta