An Introduction to Statistics and Data Analysis Using Stata® From Research Design to Final Report To our parents, Betty, Joe, Ginny, and Steve An Introduction to Statistics and Data Analysis Using Stata® From Research Design to Final Report Lisa Daniels Washington College Nicholas Minot International Food Policy Research Institute For Information: Copyright © 2020 by SAGE Publications, Inc SAGE Publications, Inc All rights reserved Except as permitted by U.S copyright law, no part of this work may be reproduced or distributed in any form or by any means, or stored in a database or retrieval system, without permission in writing from the publisher 2455 Teller Road Thousand Oaks, California 91320 E-mail: order@sagepub.com SAGE Publications Ltd Oliver’s Yard 55 City Road London, EC1Y 1SP When forms and sample documents appearing in this work are intended for reproduction, they will be marked as such Reproduction of their use is authorized for educational use by educators, local school sites, and/or noncommercial or nonprofit entities that have purchased the book United Kingdom SAGE Publications India Pvt Ltd B 1/I Mohan Cooperative Industrial Area Mathura Road, New Delhi 110 044 Printed in the United States of America India Library of Congress Cataloging-in-Publication Data SAGE Publications Asia-Pacific Pte Ltd Names: Daniels, Lisa, author 18 Cross Street #10-10/11/12 China Square Central Singapore 048423 Title: An introduction to statistics and data analysis using Stata : from research design to final report / Lisa Daniels, Washington College, Nicholas Minot, International Food Policy Research Institute, Washington, DC Description: First edition | Thousand Oaks, California : SAGE, [2018] | Includes bibliographical references and index Acquisitions Editor: Leah Fargotstein Editorial Assistant: Claire Laminen Content Development Editor: Chelsea Neve Production Editor: Karen Wiley Copy Editor: QuADS Prepress Pvt Ltd Typesetter: Integra Identifiers: LCCN 2018035896 | ISBN 9781506371832 (Paperback : acid-free paper) Subjects: LCSH: Stata | Social sciences–Statistical methods– Computer programs | Quantitative research–Computer programs Classification: LCC HA32 D37 2018 | DDC 005.5/5–dc23 LC record available at https://lccn.loc.gov/2018035896 Proofreader: Scott Oney Indexer: William Ragsdale Cover Designer: Ginkhan Siam Marketing Manager: Shari Countryman This book is printed on acid-free paper 19 20 21 22 23 10 BRIEF CONTENTS Preface xiv Acknowledgments xix PART I • THE RESEARCH PROCESS AND DATA COLLECTION1 Chapter • The Research Process Chapter • Sampling Techniques 10 Chapter • Questionnaire Design 25 PART II • DESCRIBING DATA 41 Chapter • An Introduction to Stata 42 Chapter • Preparing and Transforming Your Data 59 Chapter • Descriptive Statistics 74 PART III • TESTING HYPOTHESES 109 Chapter • The Normal Distribution 110 Chapter • Testing a Hypothesis About a Single Mean 131 Chapter • Testing a Hypothesis About Two Independent Means 142 Chapter 10 • One-Way Analysis of Variance 157 Chapter 11 • Cross Tabulation and the Chi-Squared Test 172 PART IV • EXPLORING RELATIONSHIPS 185 Chapter 12 • Linear Regression Analysis 186 Chapter 13 • Regression Diagnostics 217 Chapter 14 • Regression Analysis With Categorical Dependent Variables 253 PART V • WRITING A RESEARCH PAPER Chapter 15 • Writing a Research Paper 283 284 APPENDICES303 Appendix • Quick Reference Guide to Stata Commands 303 Appendix • Summary of Statistical Tests by Chapter 319 Appendix • Decision Tree for Choosing the Right Statistic 325 Appendix • Decision Rules for Statistical Significance 326 Appendix • Areas Under the Normal Curve (Z Scores) 328 Appendix • Critical Values of the t Distribution 330 Appendix • Stata Code for Random Sampling 332 Appendix • Examples of Nonlinear Functions 338 Appendix • Estimating the Minimum Sample Size 350 Glossary 354 About the Authors 360 Name Index 361 Subject Index 363 DETAILED CONTENTS Preface xiv Acknowledgments xix PART I • THE RESEARCH PROCESS AND DATA COLLECTION Chapter 1 • The Research Process 1.1 Introduction 1.2 Read the Literature and Identify Gaps or Ways to Extend the Literature 1.3 Examine the Theory 1.4 Develop Your Research Questions and Hypotheses 1.5 Develop Your Research Method 1.6 Analyze the Data 1.7 Write the Research Paper Exercises References Chapter 2 • Sampling Techniques 10 2.1 Introduction 11 2.2 Sample Design 12 2.3 Selecting a Sample 14 2.3.1 Probability and Nonprobability Sampling 2.3.2 Identifying a Sampling Frame 2.3.3 Determining the Sample Size 2.3.4 Sample Selection Methods 2.4 Sampling Weights 2.4.1 Calculating Sampling Weights 2.4.2 Using Sampling Weights 14 16 17 18 21 21 23 Exercises 23 References 24 Chapter 3 • Questionnaire Design 25 3.1 Introduction 26 3.2 Structured and Semi-Structured Questionnaires 26 3.3 Open- and Closed-Ended Questions 28 3.4 General Guidelines for Questionnaire Design 28 3.5 Designing the Questions 30 3.5.1 Question Order 3.5.2 Phrasing the Questions 3.6 Recording Responses 3.6.1 Responses in the Form of Continuous Variables 3.6.2 Responses in the Form of Categorical Variables 30 31 34 34 35 3.7 Skip Patterns 36 3.8 Ethical Issues 38 Exercises 39 References 40 PART II • DESCRIBING DATA 41 Chapter 4 • An Introduction to Stata 42 4.1 Introduction 43 4.2 Opening Stata and Stata Windows 43 4.2.1 Results Window 4.2.2 Review Window 4.2.3 Command Window 4.2.4 Variables Window 4.2.5 Properties Window 44 44 44 45 45 4.3 Working With Existing Data 45 4.4 Entering Your Own Data Into Stata 48 4.5 Using Log Files and Saving Your Work 51 4.6 Getting Help 54 4.6.1 Help Command 4.6.2 Search Command 4.6.3 Stata Website 4.6.4 UCLA’s Institute for Digital Research and Education Website 54 54 54 55 4.7 Summary of Commands Used in This Chapter 55 Exercises 56 Chapter 5 • Preparing and Transforming Your Data 59 5.1 Introduction 59 5.2 Checking for Outliers 60 5.3 Creating New Variables 63 5.3.1 Generate 5.3.2 Using Operators 63 64 5.3.3 Recode 5.3.4 Egen 5.4 Missing Values in Stata 64 67 69 5.5 Summary of Commands Used in This Chapter 69 Exercises 71 References 73 Chapter 6 • Descriptive Statistics 74 6.1 Introduction 75 6.2 Types of Variables and Measurement 75 6.3 D escriptive Statistics for All Types of Variables: Frequency Tables and Modes 77 6.3.1 Frequency Tables 6.3.2 Mode 6.4 Descriptive Statistics for Variables Measured as Ordinal, Interval, and Ratio Scales: Median and Percentiles 6.4.1 Median 6.4.2 Percentiles 6.5 Descriptive Statistics for Continuous Variables: Mean, Variance, Standard Deviation, and Coefficient of Variation 6.5.1 Mean 6.5.2 Variance and Standard Deviation 6.5.3 Coefficient of Variation 77 80 81 81 82 83 84 87 88 6.6 Descriptive Statistics for Categorical Variables Measured on a Nominal or Ordinal Scale: Cross Tabulation 91 6.7 Applying Sampling Weights 94 6.8 Formatting Output for Use in a Document (Word, Google Docs, etc.) 96 6.9 Graphs to describe data 96 6.9.1 Bar Graphs 6.9.2 Box Plots 6.9.3 Histograms 6.9.4 Pie Charts 96 96 100 101 6.10 Summary of Commands Used in This Chapter 104 Exercises 105 References 107 PART III • TESTING HYPOTHESES Chapter 7 • The Normal Distribution 7.1 Introduction 109 110 111 7.2 The Normal Distribution and Standard Scores 112 7.3 Sampling Distributions and Standard Errors 119 7.4 Examining the Theory and Identifying the Research Question and Hypothesis 121 358 Glossary Probit regression: A statistical method for identifying the nonlinear equation that best fits the relationship between a binary dependent variable and one or more independent (or explanatory) variables, subject to some assumptions It is similar to a logit regression but uses a different function Purposive sampling: A method of selecting a sample that does not rely on random selection p-Value: The probability that a test statistic is larger than the observed value if the null hypothesis is true and if the assumptions behind the test are valid A low p-value (often