Like spss, stata allows you to write code or use menus to perform your analysis. You may want to check out more software, such as soccer stats tracker. Find the statistic starting in cell m4 of the excel spreadsheet. Stata is not sold in modules, which means you get everything you need in one package. Theilsen estimation, more than one independent variable. I am not principally an econometrician, but i know theil invented more than one parameter. The second theil index or mld is an example of theil s application of the concept of conditional entropy. The theil index is a statistic used to measure economic inequality. Most of its users work in research, especially in the fields of economics, sociology, political science, biomedicine, and epidemiology stata s capabilities include data management, statistical analysis, graphics, simulations, regression, and custom programming. Can anyone please email me some information on the u theil test. And, you can choose a perpetual licence, with nothing more to buy ever. In the theil goldberger technique, the constraints hold with some degree of subjective belief.
We also demonstrated the potential benefits from pooling vote equations across elections using sur. I tried to decompose the income by race and strata, but it wont work. February, 17, 2014 this document presents the formulae of the indices reported by the dicseg. Openingsaving a stata datafile quick way of finding variables subsetting using conditional if stata color coding system from spsssas to stata example of a dataset in excel from excel to stata copyandpaste. U 1 read thisit will help3 a complete stata documentation set contains more than 14,000 pages of information in the following manuals. The theil index measures an entropic distance the population is away from the ideal egalitarian state of everyone having the same income. Statacorp is a leading developer in statistical software, primarily through its flagship product stata. To download the product you want for free, you should use the link provided below and proceed to the developers website, as this is the only legal source to get stata.
Stata module to calculate kendalls taua, somers d and median differences. Used by professional researchers for more than 30 years, stata provides everything for. Best of all, the course is free, and you can access it anywhere you have an internet connection. Stata module to compute time series forecast accuracy statistics.
Stata module to compute time series forecast accuracy. According to statacorp 2016, stata is a complete, integrated statistical software package that provides everything you need for data analysis, data management, and graphics. The kendalltheil robust line software ktrlineversion 1. Dear stata list how do we decompose the inequality theil index using the command ineqdeco. Creating gini coefficients from categorical income data in.
Once again i opened up stata and found that everything that i needed was included in the version of stata that i owned. M6g7f7f62 fill down to m12 n6f7f6f62 fill down to n12 sum m6. And because the software is updated regularly, youll benefit from using the newest methods in. On april 23, 2014, statalist moved from an email list to a. Stata module to compute theil r2 multicollinearity effect, statistical software components s457420, boston college department of economics. Stata module to compute measures of inequality, statistical software components s456748, boston college department of economics, revised apr 2007. This is what i wrote at the command ineqdeco income, by race strata if i do just by race, it works. With both a pointandclick interface and a powerful, intuitive command syntax, stata is fast, accurate, and easy to use. The theil index t t is the same as redundancy in information theory which is the. Theil sen estimation, more than one independent variable. To register, choose the item registration and submit. Once i settled on using stata as my primary statistical software package i realized how much it has to offer besides being less expensive.
Basically, stata is a software that allows you to store and manage data large and small data sets, undertake statistical. Ge class, which includes the two theil indices and the coefficient of variation. Philippe van kerm statistical software components from boston college department of economics. Statistical analysis software allows organizations to take full advantage of the data they possess to uncover business opportunities and increase revenue.
Video demonstration of the calculation and interpretation of theil s u to evaluate a forecasting model. Otherwise, if you wanted one of his other parameters, then ignore this. Using theils u to evaluate a time series forecasting. It is thus closely related to a number of other commonly used families of. Stata is a complete, integrated software package that provides all your data science needsdata manipulation, visualization, statistics, and automated reporting.
This guide contains information for current faculty, staff, and students at kent state about statistical and qualitative data analysis software. Either theil s first, or t, index or theil s second, or l, index decomposition can be requested. The main purpose of this project is to produce a comprehensive package of stata modules to help analyze the distribution of living standards. The user should be registered before downloading dasp. Whenever the commonly used leastsquares regression method is used for fitting an equation into a set of x,ydata points, all errors in the ydirection are normally distributed i. The theil index is a statistic primarily used to measure economic inequality and other economic phenomena, though it has also been used to measure racial segregation. Its capabilities include a broad range of statistical analyses, plus data management, graphics, simulations, and custom programming. Theils u is a statistic used to evaluate whether or not a forecasting model is superior to naive forecasting. Jul 25, 2018 stata is a powerful statistical software that enables users to analyze, manage, and produce graphical visualizations of data. Cristian said did someone now how is there a comand to calculate the theil index cristian should 1 read and heed the statalist faq 2 try findit theil kit. In computer science, the theilsen method has been used to estimate trends in software aging. Theils u takes on a value of 1 if the forecasting method is no more. Gsm getting started with stata for macgsu getting started with stata for unixgsw getting started with stata for windows u stata users guider stata base reference manualbayes stata bayesian analysis reference manual.
Stata module to produce refined theil index decomposition by group and quantile, statistical software components s458187, boston college department of economics. It is shown that theils initial insight leads naturally to a very general class of inequality measures. Stata module to calculate inequality indices with decomposition by subgroup, statistical software components s366007, boston college department of economics, revised 22 jan 2015. Stata is a complete, integrated software package that provides all your data science needsdata manipulation, visualization, statistics, and reproducible reporting. Stata is a generalpurpose statistical software package created in 1985 by statacorp. Under the terms of the license, this software is for coursework use only. Is there any other userwritten command that can provide group decomposition analysis of theil index for data including zero values.
Is the theil sen estimation in robust regression only limited to a two dimensional problem or can you use it for more than one independent variable as well. This introductory sasstat course is a prerequisite for several courses in our statistical analysis curriculum. Stata is a generalpurpose statistical analysis package created and maintained by statacorp lp. I have just been working on a simple problem including the calculation of thiels u statistic. Theil example 3b calculates total inequality by comparing each job positionexperience level combination to the average salary. References or an explanation what it does, where it is used, will be greatly appreciated. Stata and tips on using the software, announcements of new releases and updates, feature highlights, and other announcements of interest to interest to stata usersis sent to all stata users and those who request information about stata from us. Introduction to anova, regression and logistic regression. Variance inflation factors in the analysis of complex survey data. Theil s u statistic is a relative accuracy measure that compares the forecasted results with the results of forecasting with minimal historical data. How to download and install stata for windows duration.
Users of any of the software, ideas, data, or other materials published in the stata. Application of theil group logit methods to districtlevel. Basically, stata is a software that allows you to store and manage data large and small data sets, undertake statistical analysis on your data, and create some really nice graphs. Forecast evaluation with stata united kingdom stata users group. Decompose theil index for data including zero values no. How to download and install stata for windows youtube. This estimator is a generalization of cnsreg, which applies exact linear constraints to a regression equation. Variance inflation factors in the analysis of complex survey data dan liao and richard valliant 1 abstract survey data are often used to fit linear regression models. It is primarily used by researchers in the fields of economics, biomedicine, and political science to examine data patterns. My understanding of the intercept calculation is that i first calculate the median slope, and then construct a line through every data point with this slope, find the intercept of every line, and then take the median intercept.
Gsm getting started with stata for mac gsu getting started with stata for unix gsw getting started with stata for windows u stata users guide r stata base reference manual bayes stata bayesian analysis reference manual. Decompose theil index for data including zero values no incomeearnings. These two indexes were initially presented by theil 1967 and have been widely applied in the social and economic sciences. The forecasting technique being used is better than the. Stata module to compute time series forecast accuracy statistics, statistical software components s458358, boston college department of economics, revised 14 jul 2018. Sep 29, 2015 this function executes a fast version of the nonparametric theil sen robust linear regression algorithm by finding the median slope between all pairwise combinations of points in a given data set.
Nov 22, 2019 there are tons of free resources and video tutorials and you might get lostdistracted looking through them. This module should be installed from within stata by typing ssc install fcstats. Also ensure you have the latest versions of the programs. The values of covariates used in modeling are not controlled as they might be in an experiment.
The kendall theil robust line software ktrlineversion 1. Theils u statistic is a relative accuracy measure that compares the forecasted results with the results of forecasting with minimal historical data. Oct 25, 2006 which theil index are you asking about. The basic theil index t t is the same as redundancy in information theory which is the maximum possible entropy of the data minus the observed entropy. It is a revised and upgraded version of inequal published by edward whitehouse in stb23. To download the product you want for free, you should use the link provided below and proceed to the developers website, as this is the only legal source to get stata 11. It is a special case of the generalized entropy index. Users of any of the software, ideas, data, or other materials published in the stata journal or the supporting.
In this article we showed how intraelection weights can be applied using stata software available from the authors. For my application i needed to run a robust regression on large data sets many thousands of points, but the implementations i found on the file. The complicated variancecovariance structure of the theil equations has in the past limited its application. It also squares the deviations to give more weight to large errors and to exaggerate errors, which can help eliminate methods with large errors. For measuring seasonal environmental data such as water quality, a seasonally adjusted variant of the theilsen estimator has been proposed as preferable to least squares estimation due to its high precision in the presence of skewed data. By using this copy of stata, you agree to this restriction.
The value of the total theil index is the same, but this method does not naturally parse the index into withingroup and betweengroup portions. It has also been called sens slope estimator, slope selection, the single median method, the kendall robust linefit method, and the kendall theil robust line. It has also been used to measure the lack of racial diversity. I tried to decompose the income by race and strata. Learn how to use sasstat software with this free elearning course, statistics 1. It has both a command line and graphical user interface making the use of the software more.
The mathematical basics of popular inequality measures. Rmse and theils u another measure of forecasting quality are two statistics employed to. This copy of stata may only be used by students and by faculty preparing materials for their students. If you really wanted the theil sen median slope, then download the somersd package from ssc, which calculates confidence intervals for it. Sasstat includes exact techniques for small data sets, highperformance statistical modeling tools for large data tasks and modern methods for analyzing data with missing values.
The socalled atkinson class of indices is decomposable but not additively and the gini coefficient is neither. Find the best statistical analysis software for your business. I am aware that there is a debate about whether theil s index can be applied to data with zero values, for ln0 would be undefined. Stata is a complete, integrated statistical software package that provides everything you need for data analysis, data management, and graphics. Srinivasulu rajendran centre for the study of regional development csrdjawaharlal nehru university jnu new delhi india r. Please let me know if there is anything missing in terms of posting protocol. Theilsen robust linear regression file exchange matlab. Stata 11 stata is a suite of applications used for data analysis, data management, and graphics. In nonparametric statistics, the theil sen estimator is a method for robustly fitting a line to sample points in the plane simple linear regression by choosing the median of the slopes of all lines through pairs of points. This software is commonly used among health researchers, particularly those working with very large data sets, because it is a powerful software that allows you to.
Theil s u is a statistic that can be used to evaluate whether or not a forecasting model is. This video demonstrates how to download and install stata for windows. Theil, inequality and the structure of income distribution. The theil index can be interpreted as the expected information content of the indirect message which transforms the population shares as prior probabilities into the income shares as posterior probabilities. Our antivirus check shows that this download is clean. Ive just written some c code for theil sen, after some googling i dont have any definitive documentation on it. The stata newsa periodic publication containing articles on using stata and tips on using the software, announcements of new releases and updates, feature highlights, and other announcements of interest to interest to stata usersis sent to all stata users and those who request information about stata from us. This video will deal with some timevarying and timeinvariant model of stochastic frontier analysis using stata. Statistical software components from boston college department of economics. Theils informationtheoretic approach to the measurement of inequality theil 1967 is set in the context of subsequent developments over recent decades.
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