Programming & Scientific Computing · Statistical & BI Software

Stata: Linear regression models and diagnostics — expert reference

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction Introduction Econometrics · Statistical Modeling

Overview

Topics covered

  • Introduction
  • Linear Regression and Diagnostic Models in Stata
  • Theoretical Foundations of OLS and Gauss-Markov
  • Mathematical and matrix formulation of the model
  • The classical Gauss-Markov assumptions
  • Model Specification and OLS Estimation in Stata

Related concepts

Main connections

  • Residual analysis & diagnostics
  • Variance & standard deviation
  • Linear algebra & matrices
  • Linear regression
  • Hypothesis testing
  • Collinearity & VIF

Compatible notation

Mathematical sample in LaTeX

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

yi=β0+β1xi1+β2xi2+…+βkxik+ui,i=1,2,…,n
View LaTeX sourcey_i = \beta_0 + \beta_1 x_{i1} + \beta_2 x_{i2} + \dots + \beta_k x_{ik} + u_i, \quad i = 1, 2, \dots, n