Stata Web Books: Regression with Stata

The aim of these materials is to help you increase your skills in using regression analysis with Stata.  This web book does not teach regression, per se, but focuses on how to perform regression analyses using Stata.  It is assumed that you have had at least a one quarter/semester course in regression (linear models) or a general statistical methods course that covers simple and multiple regression and have access to a regression textbook that explains the theoretical background of the materials covered in these chapters. These materials also assume you are familiar with using Stata, for example that you have taken the ATS Introduction to Stata class or have equivalent knowledge of Stata.  If you are a member of the UCLA community and have questions about these materials, we welcome you to send questions via email to or to visit our consulting services .

Book Chapters

(also see short outline)

• Section 1: Regression Concepts
  • Chapter 1 - Simple and Multiple Regression
  • Chapter 2 - Regression Diagnostics 
  • Chapter 3 - Regression with Categorical Predictors  
  • Chapter 4 - Beyond OLS  
• Section 2: Categorical Coding and Interactions in Depth
  • Chapter 5 - Additional coding systems for categorical variables in regression analysis 
  • Chapter 6 - More on interactions of categorical variables in regression analysis  (Draft version)
  • Chapter 7 - More on interactions of continuous and categorical variables in regression analysis (under development)
  • Chapter 8 - Interactions of continuous variables in regression analysis (under development)

Accessing the Data Files 

All data files used in the book are available as Stata (.dta) files. The files can be downloaded from within Stata.  The general form of the command looks as follows:

use http://www.ats.ucla.edu/stat/stata/webbooks/reg/filename

where filename is replaced by the name of the file. Once you have loaded the data file into your computer's memory, you should save it to the local hard disk so that it will load faster when you use the file in the future. For convenience, here is a link to a zipped file which contain all the data files used in the book.

Recommended Readings

Stata Manuals. It is important to have Stata manuals to learn about the Stata commands.  We hope these chapters will introduce you to a number of new Stata commands, however it is important to have the manuals to show you the detail of the syntax of the commands, examples, and technical explanations of what the commands are doing. (The help command is very useful as a quick reminder about how to use a command, but is no substitute for learning fine details of Stata commands).

For the economy minded, the Stata Reference Manual Extract is a condensed version of the reference manual that covers most of the important material for the most commonly used commands.  However, if you are a serious Stata user, we recommend that you have the Stata Reference Manual (volumes 1-4) which cover all of the Stata commands in great detail. Stata manuals can be purchased at reduced rates (GradPlan pricing) for UCLA students and employees. Orders should be placed directly with Stata (how to purchase) and will be available for pick-up from Software Central within 2 business days--you will receive email notification when your purchase is ready.

Regression Textbooks

There may be a number of regression concepts introduced in the chapters that are new to you.  Since the chapters focus on how to analyze your data using Stata (and not the underlying concepts) you may want to have a good regression textbook to help explain such concepts.  Below we list a number of regression books that we would recommend.  Each of these books is very good in their own way and yet, each one of them is different. Different individuals prefer different books from the list, and some of them may appeal to your learning style more than others.   If you are interested in acquiring one of these books, we would invite you to preview them via our Statistics Books for Loan program.

Chatterjee, S., Hadi, A., & Price, B. (2000) Regression analysis by example. New York: Wiley. ISBN 0-471-31946-5

Fox, J. (1997) Applied regression analysis, linear models, and related methods. Thousand Oaks, CA: Sage Publications. ISBN 0-8039-4540-X

Hamilton, L.C. (1992) Regression with graphics. Belmont, CA: Wadsworth. ISBN 0-534-15900-1

Pedhazur, E.J. (1997). Multiple regression in behavioral research, third edition. New York: Harcourt Brace College Publishers. ISBN 0-03-072831-2

Additional Web Pages

See the Stata Topics: Regression page for additional readings and resources on regression analysis in Stata. 

How to Cite This Page

We welcome you to cite our web book as you would cite other books or journal articles. Here is the recommended method for citing this book.

Chen, X., Ender, P., Mitchell, M. and Wells, C. (2003). Regression with Stata, from http://www.ats.ucla.edu/stat/stata/webbooks/reg/default.htm .