The STATA OMNIBUS: Regression and Modelling with STATA
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The STATA OMNIBUS: Regression and Modelling with STATA
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What you'll learn
Identify the fundamental concepts of linear and non-linear regression in STATA.
Explain the purpose and assumptions of various regression models.
Perform regression analysis using STATA and interpret the results accurately.
Examine regression outputs to identify issues like multicollinearity and endogeneity.
Skills you'll gain
- Sample Size Determination
- Data Manipulation
- Correlation Analysis
- Graphing
- Simulations
- Statistical Modeling
- Descriptive Statistics
- Model Evaluation
- Statistical Visualization
- Statistical Programming
- Logistic Regression
- Data Transformation
- Regression Analysis
- Data Visualization
- Statistical Analysis
- Statistical Methods
Tools you'll learn
Details to know
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There are 21 modules in this course
Updated in May 2025.
This course now features Coursera Coach! A smarter way to learn with interactive, real-time conversations that help you test your knowledge, challenge assumptions, and deepen your understanding as you progress through the course. This course is your comprehensive guide to mastering regression analysis and modeling using STATA. Starting with an introduction to the basics of linear regression, it takes you through essential concepts such as ordinary least squares, best linear unbiased estimators, and the crucial Gauss-Markov assumptions. You will also explore the difference between causality and correlation, learning how to apply these concepts practically in STATA with real-world examples. By the end of the linear regression module, you’ll be equipped with a deep understanding of regression analysis fundamentals. Moving beyond linear regression, the course delves into non-linear regression analysis, providing a robust framework for more advanced statistical modeling. You will gain expertise in models such as logit and probit transformations, maximum likelihood estimation, and techniques for managing multiple non-linear regression variables. Practical examples with STATA are woven throughout, ensuring that your learning is as practical as it is theoretical. The course rounds off with regression modeling strategies, including managing multicollinearity, handling missing values, and working with categorical explanatory variables. You’ll also explore dynamic relationships using time-based data and understand how to interpret regression outputs effectively. This training is packed with applied STATA demonstrations, allowing you to master both the technical and interpretative aspects of regression modeling. This course is designed for statisticians, data analysts, econometricians, and researchers. A basic understanding of statistics is required, with some familiarity with regression analysis and statistical software being advantageous.
In this module, we will introduce STATA as a powerful tool for statistical analysis and data modeling. You'll gain a basic understanding of its interface and features, setting the stage for the advanced regression techniques covered in later sections.
What's included
1 video1 reading
1 video•Total 3 minutes
- Introduction•3 minutes
1 reading•Total 10 minutes
- Full Course Resources•10 minutes
In this module, we will explore the essentials of linear regression, focusing on its importance in data analysis and statistical modeling. You will learn about key concepts such as the lines of best fit, OLS estimation, and the Gauss-Markov assumptions, with practical examples in STATA to reinforce the theoretical knowledge.
What's included
26 videos
26 videos•Total 84 minutes
- What are Easy Statistics: Linear Regression?•1 minute
- What is Linear Regression?•1 minute
- Learning Outcomes•1 minute
- Who is This Course for?•1 minute
- Prerequisites•1 minute
- Using Stata•1 minute
- What is Regression Analysis?•3 minutes
- What is Linear Regression?•2 minutes
- Why is Regression Analysis Useful?•2 minutes
- What Types of Regression Analysis Exist?•3 minutes
- Explaining Regression•4 minutes
- Lines of Best Fit•8 minutes
- Causality Versus Correlation•2 minutes
- What are Ordinary Least Squares (OLS)?•1 minute
- Ordinary Least Squares Visual - Part 1•4 minutes
- Ordinary Least Squares Visual - Part 2•8 minutes
- Sum of Squares•3 minutes
- Best Linear Unbiased Estimator•5 minutes
- The Gauss-Markov Assumptions•1 minute
- Homoskedasticity•2 minutes
- No Perfect Collinearity•3 minutes
- Linearity in Parameters•3 minutes
- Zero Conditional Mean•2 minutes
- How to Test and Correct Endogeneity?•1 minute
- The Gauss-Markov Assumptions Recap•2 minutes
- Stata - Applied Examples•22 minutes
In this module, we will dive into the world of non-linear regression, explaining its importance in modeling complex relationships. You will explore techniques like maximum likelihood estimation, Logit, and Probit models, along with practical STATA applications to handle real-world, non-linear data scenarios.
What's included
22 videos1 assignment
22 videos•Total 64 minutes
- What are Easy Statistics: Non-Linear Regression•1 minute
- What is Non-Linear Regression?•2 minutes
- What are the Main Learning Outcomes?•1 minute
- Who is This Course for?•1 minute
- Prerequisites•1 minute
- Using Stata•1 minute
- What is Non-Linear Regression Analysis?•2 minutes
- How does Non-Linear Regression work?•1 minute
- Why is Non-Linear Regression Analysis Useful?•2 minutes
- Types of Non-Linear Regression Models•3 minutes
- Maximum Likelihood•2 minutes
- Linear Probability Model (LPM)•6 minutes
- The Logit and Probit Transformation•2 minutes
- Latent Variables•3 minutes
- What are Marginal Effects?•3 minutes
- Dummy Explanatory Variables•3 minutes
- Multiple Non-Linear Regression•3 minutes
- Goodness-of-Fit•6 minutes
- A Note About Logit Coefficients•2 minutes
- Tips for Logit and Probit Regression•2 minutes
- Back to the Linear Probability Model•2 minutes
- Stata - Applied Logit and Probit Examples•19 minutes
1 assignment•Total 15 minutes
- Assessment 1•15 minutes
In this module, we will focus on refining your regression modeling skills. You will learn how to model non-linear relationships, apply interaction effects, and incorporate time dynamics in regression models. Additionally, we’ll address practical challenges such as multicollinearity and missing data, providing hands-on STATA examples for each concept.
What's included
14 videos
14 videos•Total 165 minutes
- Introduction•6 minutes
- Regression Modelling - Do not Rush it•15 minutes
- Functional Form - How to Model Non-Linear Relationships in Linear Regression?•11 minutes
- Functional Form - Stata Examples•11 minutes
- Interaction Effects - How to Use and Interpret Interaction Effects?•10 minutes
- Interaction Effects - Stata Examples•10 minutes
- Using Time - Exploring Dynamics Relationships with Time Information•14 minutes
- Using Time - Stata Examples•10 minutes
- Categorical Explanatory Variables - How to Code, Use, and Interpret them?•17 minutes
- Categorical Explanatory Variables - Stata Examples•10 minutes
- Dealing with Multicollinearity - Excluding and Transforming Collinear Variables•10 minutes
- Dealing with Multicollinearity - Stata Examples•10 minutes
- Dealing with Missing Values - Seeing the Unseeable•16 minutes
- Dealing with Missing Values - Stata Examples•15 minutes
In this module, we will introduce you to the fundamentals of using STATA. You will become familiar with its interface, learn how to use the help function, and understand the basic command syntax. Additionally, we will cover essential file management practices like working with .do files and importing data for your analyses.
What's included
7 videos
7 videos•Total 41 minutes
- Introduction•2 minutes
- The Stata Interface•8 minutes
- Using Help in Stata•5 minutes
- Command Syntax•4 minutes
- .do and .ado Files•8 minutes
- Log Files•5 minutes
- Importing Data•9 minutes
In this module, we will explore techniques to effectively view and summarize raw data in STATA. You'll learn how to deal with missing values, create tables, and conduct distributional analysis. Additionally, we will introduce the use of weights to refine data interpretation in statistical modeling.
What's included
6 videos1 assignment
6 videos•Total 43 minutes
- Viewing Raw Data•4 minutes
- Describing and Summarizing•8 minutes
- Missing Values•9 minutes
- Tabulating and Tables•8 minutes
- Numerical Distributional Analysis•9 minutes
- Using Weights•5 minutes
1 assignment•Total 15 minutes
- Assessment 2•15 minutes
In this module, we will cover essential techniques for manipulating data in STATA. You'll learn how to recode, generate, and label variables, handle string data, and combine datasets. Additionally, we will explore the use of macros, loops, and subscripting over groups to streamline your data management workflow.
What's included
14 videos
14 videos•Total 92 minutes
- Recoding an Existing Variable•5 minutes
- Creating New Variables, Replacing Old Variables•7 minutes
- Naming and Labelling Variables•8 minutes
- Extensions to Generate•5 minutes
- Indicator Variables•7 minutes
- Keep and Drop Data/Variables•3 minutes
- Saving Data•4 minutes
- Converting String Data•7 minutes
- Combining Data•7 minutes
- Using Macros and Loops Effectively•10 minutes
- Accessing Stored Information•7 minutes
- Multiple Loops•4 minutes
- Date Variables•8 minutes
- Subscripting Over Groups•11 minutes
In this module, we will focus on visualizing data using STATA's powerful graphing tools. You will learn how to create different types of charts and graphs, customize their appearance, and combine them for clearer data interpretation. Special topics include graphing distributions, jittering scatter plots, and visualizing interaction effects.
What's included
15 videos
15 videos•Total 113 minutes
- Graphing in Stata•6 minutes
- Bar Graphs and Dot Charts•8 minutes
- Graphing Distributions•9 minutes
- Pie Charts•6 minutes
- Scatter Plots and Lines of Best Fit•9 minutes
- Graphing Custom Functions•5 minutes
- Contour Plots (and Interaction Effects)•9 minutes
- Jitter Data in Scatterplots•6 minutes
- Sunflower Plots•8 minutes
- Combining Graphs•8 minutes
- Changing Graph Sizes•5 minutes
- Graphing by Groups•6 minutes
- Changing Graph Colors•7 minutes
- Adding Text to Graphs•8 minutes
- Scatterplots with Categories•11 minutes
In this module, we will examine techniques for testing relationships and differences in data. You'll learn how to test associations between categorical variables, conduct mean comparison tests, and explore correlations. We will also cover ANOVA to help you analyze variance across different groups using STATA.
What's included
4 videos1 assignment
4 videos•Total 26 minutes
- Association Between Two Categorical Variables•6 minutes
- Testing Means•7 minutes
- Bivariate Correlation•7 minutes
- Analysis of Variance (ANOVA)•6 minutes
1 assignment•Total 15 minutes
- Assessment 3•15 minutes
In this module, we will explore linear regression in depth, focusing on OLS regression, factor variables, and hypothesis testing. You'll learn how to present and graph regression estimates, as well as apply advanced methods like Oaxaca decomposition and constrained linear regression. Practical examples in STATA will reinforce these concepts.
What's included
11 videos
11 videos•Total 110 minutes
- Ordinary Least Squares (OLS) Regression•7 minutes
- Factor Variables in Ordinary Least Squares (OLS) Regression•8 minutes
- Diagnostic Statistics for Ordinary Least Squares (OLS) Regression•16 minutes
- Log Dependent Variables and Interaction Effects in Ordinary Least Squares (OLS) Regression•8 minutes
- Hypothesis Testing in Ordinary Least Squares (OLS) Regression•5 minutes
- Presenting Estimates from Ordinary Least Squares (OLS) Regression•8 minutes
- Standardizing Regression Estimates•5 minutes
- Graphing Regression Estimates•10 minutes
- Oaxaca Decomposition Analysis•16 minutes
- Mixed Models: Random Intercepts and Random Coefficients•19 minutes
- Constrained Linear Regression•8 minutes
In this module, we will focus on categorical choice models, starting with binary choice models like Logit and Probit regression. You'll learn how to perform diagnostics and interpret the outputs, and explore more advanced techniques such as ordered and multinomial choice models for multi-category outcomes.
What's included
3 videos
3 videos•Total 31 minutes
- Binary Choice Models (Logit/Probit Regression)•7 minutes
- Diagnostics and Interpretation of Logit and Probit Regression•11 minutes
- Ordered and Multinomial Choice Models•13 minutes
In this module, we will examine models designed for fractional and proportional variables. You will learn how to implement fractional logit and beta regression in STATA, along with zero-inflated beta regression for datasets containing many zero values, providing a robust approach to analyzing proportion data.
What's included
1 video1 assignment
1 video•Total 15 minutes
- Fractional Logit, Beta Regression, and Zero-Inflated Beta Regression•15 minutes
1 assignment•Total 15 minutes
- Assessment 4•15 minutes
In this module, we will explore the generation of random numbers and simulation techniques in STATA. You will learn how to create simulated datasets, analyze violations of key statistical assumptions, and apply Monte Carlo simulations to assess model behavior under various scenarios.
What's included
4 videos
4 videos•Total 24 minutes
- Random Numbers•7 minutes
- Data Generating Process•6 minutes
- Simulating a Violation of Statistical Assumptions•6 minutes
- Monte Carlo Simulation•5 minutes
In this module, we will delve into count data models, exploring methods to analyze outcomes that represent counts. You’ll learn how to use Poisson and Negative Binomial regressions, along with specialized techniques like truncated, censored, and hurdle count regression to manage complex count data in STATA.
What's included
5 videos
5 videos•Total 42 minutes
- Features of Count Data•8 minutes
- Poisson Regression•9 minutes
- Negative Binomial Regression•8 minutes
- Truncated and Censored Count Regression•8 minutes
- Hurdle Count Regression•9 minutes
In this module, we will introduce survival analysis, a key method for analyzing time-to-event data. You'll learn how to prepare survival datasets, perform descriptive statistics, and apply both non-parametric and parametric survival models. The module also covers Cox Proportional Hazards models and diagnostics to evaluate model performance in STATA.
What's included
7 videos1 assignment
7 videos•Total 52 minutes
- What is Survival Analysis?•6 minutes
- Setting Up Survival Data•9 minutes
- Descriptive Statistics in Survival Data•8 minutes
- Non-Parametric Survival Analysis•9 minutes
- Cox Proportional Hazard's Model•7 minutes
- Diagnostics for Cox Models•5 minutes
- Parametric Survival Analysis•8 minutes
1 assignment•Total 15 minutes
- Assessment 5•15 minutes
In this module, we will explore panel data analysis, focusing on handling data across time and individuals. You’ll learn how to prepare panel datasets, use lags and leads, and apply both linear and non-linear panel estimators. Additionally, we will cover the Hausman test to determine the appropriate model for your data.
What's included
6 videos
6 videos•Total 56 minutes
- Setting up Panel Data•9 minutes
- Panel Data Descriptive•9 minutes
- Lags and Leads•11 minutes
- Linear Panel Estimators•13 minutes
- The Hausman Test•5 minutes
- Non-Linear Panel Estimators•9 minutes
In this module, we will focus on Difference-in-Differences (DiD) analysis, a powerful tool for causal inference in observational studies. You’ll learn how to estimate treatment effects, examine the parallel trend assumption, and apply alternative methods when this assumption does not hold, all within the STATA environment.
What's included
3 videos
3 videos•Total 46 minutes
- Difference-In-Differences Estimation•13 minutes
- Parallel Trend Assumption•15 minutes
- Difference-In-Differences without Parallel Trends•18 minutes
In this module, we will explore instrumental variable regression techniques, which are crucial for addressing endogeneity in regression analysis. You’ll learn how to implement IV regression, manage models with multiple endogenous variables, and apply non-linear IV regression. We will also cover Heckman selection models to account for sample selection bias in STATA.
What's included
4 videos1 assignment
4 videos•Total 59 minutes
- Instrumental Variable Regression•20 minutes
- Multiple Endogenous Variables•12 minutes
- Non-Linear Instrumental Variable Regression•15 minutes
- Heckman Selection Models•12 minutes
1 assignment•Total 15 minutes
- Assessment 6•15 minutes
In this module, we will explore epidemiological table analysis, focusing on rate data, cumulative incidence, and case-control studies. You’ll learn how to handle different types of case-control data, including those with multiple exposures and matched designs, using STATA’s epidemiological tools.
What's included
5 videos
5 videos•Total 41 minutes
- Introduction and Rate Data•12 minutes
- Cumulative Incidence Data•8 minutes
- Case-Control Data•7 minutes
- Case-Control Data with Multiple Exposure•6 minutes
- Matched Case-Control Data•7 minutes
In this module, we will focus on the essentials of power analysis, a critical step in study design. You will learn how to calculate required sample sizes, understand the role of power and effect size in statistical testing, and apply these concepts in the context of simple regression analysis using STATA.
What's included
3 videos
3 videos•Total 31 minutes
- Power Analysis: Sample Size•15 minutes
- Power Analysis: Power and Effect Size•8 minutes
- Power Analysis: Simple Regression•8 minutes
In this module, we will introduce basic matrix operations in STATA, essential for more advanced statistical analysis. You will learn how to execute matrix functions, utilize sub-scripting, and apply these operations to real data, enhancing your ability to handle complex data structures efficiently.
What's included
4 videos3 assignments
4 videos•Total 32 minutes
- Matrix Operations•11 minutes
- Matrix Functions•6 minutes
- Matrix Sub-Scripting•6 minutes
- Matrix Operations with Data•9 minutes
3 assignments•Total 90 minutes
- Assessment 7•15 minutes
- Full Course Assessment•60 minutes
- Full Course Practice Assessment•15 minutes
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