Introduction to Stata and the Management of Financial Data

This is a portal for downloading the software manual Introduction to Stata and the Management of Financial Data.

Click on the section headings to view snapshots of the first page from each section. MEAFA maintains a copyright of this material, but will gladly distribute free of charge the full pdf manual and the accompanying financial datasets to all researchers that complete the online request form. MEAFA needs this information to maintain a record of applications, as well as to survey the breadth of expertise and interest of Stata users.

These notes, plus additional MEAFA material on Quantitative Analysis using Stata that are not available on the web, are used in a number of PhD research training programs around the world, including the University of Sydney. If you are also interested in using the manual with the datasets for delivering higher research degree training, then please contact the author to discuss this prospect.

The manual is available for Stata 9 and Stata 10. The pdf snapshots below are taken from the manual specific to Stata 10.

Contents

Cover (Adobe PDF Document 80Kb)

Why use Stata? (Adobe PDF Document 43Kb)

How to read these notes (Adobe PDF Document 52Kb)

Table of Contents (Adobe PDF Document 34Kb)

A. Introducing Stata 10 Environment (Adobe PDF Document 40Kb)

  1. File Extensions
  2. Immediately Following Installation
  3. Command Window
  4. Results Window
  5. Review Window
  6. Variables Window
  7. Viewer Window
  8. Data Editor Window
  9. Data Browser Window
  10. Do-File Editor Window
  11. Graph Window

B. Personalise Stata’s Default System Parameters (Adobe PDF Document 30Kb)

  1. System Constants and System Parameter s
  2. Memory Settings
  3. Output Settings
  4. Window Interface Settings
  5. Graphics Settings
  6. Efficiency Settings
  7. Network Settings
  8. Update Settings
  9. Other Settings
  10. Reset Factory Settings
  11. Load Your Defaults Everytime Stata Initialises

C. Your First Stata Session (Adobe PDF Document 37Kb)

  1. Update
  2. Learn How to Ask for Help and Perform Search
  3. Other Sources of Help and Support
  4. Directory Management

D. Familiarise Yourself with Stata Syntax (Adobe PDF Document 38Kb)

  1. Start with a Simple and Useful Command: count
  2. Generalised Stata Syntax

E. Load, Save, Import and Export Datasets to and from Stata (Adobe PDF Document 36Kb)

  1. First learn how to Save and Use
  2. Import Datasets into Stata
  3. Export Datasets from Stata
  4. Create Pseudorandom and other Temporary Datasets

F. Review and Document the Dataset (Adobe PDF Document 30Kb)

  1. Understand the Dataset
  2. Add Detailed Documentation
  3. Rename and Organise Variables in the Dataset

G. Data Structure and Statistical Implications (Adobe PDF Document 35Kb)

  1. Qualitative Variables with Categorical or Discrete Data
  2. Quantitative Variables with Continuous Data

H. What to Do Before You Start Changing the Dataset (Adobe PDF Document 37Kb)

  1. Before Changing the Data Points
  2. Preserve and Restore
  3. Learn How to Delete Observations and Variables

I. Combine and Reorganise Datasets (Adobe PDF Document 29Kb)

  1. Combine Datasets
  2. Reorganise Datasets

J. Change the Dataset (Adobe PDF Document 37Kb)

  1. Introduction to Variables
  2. Manage Numerical Variables
  3. Manage String Variables
  4. Manage Date Variables

K. Missing Data and Special Variables (Adobe PDF Document 27Kb)

  1. Missing Data
  2. Create Dummy Variables
  3. Create Special Purpose Variables
  4. Convert Datasets into Summaries

L. Validate Expectations and Filter the Usable Dataset (Adobe PDF Document 41Kb)

  1. Validate Claims on Data Structure
  2. Nonsensical Observations
  3. Alarming Observations
  4. Duplicate Observations
  5. Benefits of Filtering

M. Log and Export Output, and Reproduce your Work (Adobe PDF Document 36Kb)

  1. Maintain a Log for Output
  2. Use Translators to Export Stata Files and Output
  3. Copy and Paste from Stata to Word and Excel
  4. Make Sure that you can Reproduce your Work

N. Other Useful Commands and Expressions (Adobe PDF Document 39Kb)

  1. Stored Results
  2. The Command display
  3. Explicit Subscripting
  4. Some Important Prefixes
  5. Immediate Commands

Bibliographical References and Web-based sources (Adobe PDF Document 25Kb)

Back cover (Adobe PDF Document 109Kb)

List of covered commands (Adobe PDF Document 15Kb)

Request Form

* indicates a mandatory field

Personal Information
Title:
Full Name*:
Institution*:
Affiliation*:
Homepage:
Contact Information
Institutional e-mail address (not gmail, yahoo etc) *:
Full address:
City/Town*:
State/Region:
Country/Sovereign territory*:
Survey Information
In which area have you completed your higher education?
How would you describe your quantitative research skills?
What is your area of research?
I would describe myself as:
You use Stata mostly for (tick all that apply): Data management
Estimation
Graphing
Survey analysis
Survival analysis
Cross-sectional analysis
Time-series analysis
Panel data analysis
Programming
Matrix programming
What statistical software you currently use?
How did you first hear about MEAFA?
Feedback
Have you used a past version of the notes?
Do you have any suggestions for improvement?
Do you have any bugs to report?
Do you have any other comments?
Stata version

The pdf snapshots provided above are taken from the manual written specifically for Stata 10. This is the latest version of Stata that remains fully compatible with previously released versions, but has a significant number of added capabilities that cannot be attained by past versions. Many of these are covered in the manual specific to Stata 10. Nonetheless, if you maintain a Stata 9 license then you can always ask for the respective manual written for Stata 9. If you have a Stata version prior to 9, then you can still use the manual for Stata 9 (not Stata 10) by keeping in mind that some of the commands may not work.

To which Stata version do you have access?*