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1、回归分析一般的线性回归寻找回归关系graphboxvarlist建立回归方程，进行计算regressvar(independentvariable)varlist(dependentvariables)残差及其相关信息predict,(residual/rsstudent/xb/stdp/cooksd/leverage/)回归拟合图twowayStata应用过程残差及模型适合性检验残差：rvfplot(aresidual-versus-fittedplot)rvpplot(aresidual-versus-pr
2、edictorplot)lvr2plot(aleverage-versus-squared-residualplot)正态性：pnorm；kdensity,normal；histogram,normal；sktest；swilk；多重共线性：vif异方差性：estathettest；estatimtest(峰度、偏度)outregestimatestore,estimatetablexml_tab；outreg2；estout；modltbl；mktab；outtex；est2tex结果的输出sysuseaut
3、o,cleargraphmatrixweightlengthdisplacementregressweightlengthdisplacementregressweightlengthpredictwhpredicte,residualtwowayscatterweightlength
4、
5、linewhlengthscatterewhrvfplotrvpplotlength例一pnormesktesteswilkekdensitye,normalhistograme,normalestathettestestat
6、imtest为了研究回归关系的预测性，在回归分析中，并不是将所有的数据都用于模型参数估计，而是一部分用于估计，剩下一部分用于预测，检测预测值和真是值的关系。Stata中，运用e(sample)进行部分回归和预测。例二clearsysuseautosortmakeregmpgweightdisplacementheadroomifforeign==0predictr1ife(sample),rpredictr2if~e(sample),rpredictmpg_hat,xbsumr2clearsysuseautor
7、egmpgweightoutregusingd:temp.txt,replace3asterbdec(4)tdec(4)nolregmpgdisoutregusingd:temp.txt,append3asterbdec(4)tdec(4)nolregmpgheadroomoutregusingd:temp.txt,append3asterbdec(4)tdec(4)nolregmpgweightdisheadroomoutregusingd:temp.txt,append3asterbdec(4)td
8、ec(4)nolregmpgweightdisheadroomforeignoutregusingd:temp.txt,append3asterbdec(4)tdec(4)nol例三clearsysuseautoregmpgweightoutregweightusingd:temp.txt,replace3asterbdec(4)tdec(4)nolregmpgweightdisheadroomoutregweightusingd:temp.txt,append3asterbdec(4)tdec(4)no
9、lregmpgweightdisheadroomforeignoutregweightusingd:temp.txt,append3asterbdec(4)tdec(4)nolclearsysuseautoregmpgweightoutregusingd:temp.txt,replace3asterbdec(4)tdec(4)noladjr2regmpgdisoutregusingd:temp.txt,append3asterbdec(4)tdec(4)noladjr2regmpgheadroomoutr
10、egusingd:temp.txt,append3asterbdec(4)tdec(4)noladjr2regmpgweightdisheadroomoutregusingd:temp.txt,append3asterbdec(4)tdec(4)noladjr2regmpgweightdisheadroomforeignoutregusingd:temp.txt,append3a
