Statistical Software

Sometimes when you’re learning a new stat software package, the most frustrating part is not knowing how to do very basic things. This is especially frustrating if you already know how to do them in some other software.

Let’s look at some basic but very useful commands that are available in R.

We will use the following data set of tourists from different nations, their gender and numbers of children. Copy and paste the following array into R.

A <- structure(list(NATION = structure(c(3L, 3L, 3L, 1L, 3L, 2L, 3L,
1L, 3L, 3L, 1L, 2L, 2L, 3L, 3L, 3L, 2L), .Label = c("CHINA",
"GERMANY", "FRANCE"), class = "factor"), GENDER = structure(c(1L,
2L, 2L, 1L, 2L, 1L, 2L, 1L, 2L, 2L, 1L, 1L, 1L, 1L, 2L, 1L, 1L
), .Label = c("F", "M"), class = "factor"), CHILDREN = c(1L,
3L, 2L, 2L, 3L, 1L, 0L, 1L, 0L, 1L, 2L, 2L, 1L, 1L, 1L, 0L, 2L
)), .Names = c("NATION", "GENDER", "CHILDREN"), row.names = 2:18, class = "data.frame")

Want to check that R read the variables correctly? We can look at the first 3 rows using the head() command, as follows:

head(A, 3)
  NATION   GENDER   CHILDREN
2 FRANCE      F        1
3 FRANCE      M        3
4 FRANCE      M        2

Now we look at the last 4 rows using the tail() command:

tail(A, 4)
    NATION   GENDER  CHILDREN
15  FRANCE      F        1
16  FRANCE      M        1
17  FRANCE      F        0
18 GERMANY      F        2

Now we find the number of rows and number of columns using nrow() and ncol().

nrow(A)
[1] 17

ncol(A)
[1] 3

So we have 17 rows (cases) and three columns (variables). These functions look very basic, but they turn out to be very useful if you want to write R-based software to analyse data sets of different dimensions.

Now let’s attach A and check for the existence of particular data.

attach(A)

As you may know, attaching a data object makes it possible to refer to any variable by name, without having to specify the data object which contains that variable.

Does the USA appear in the NATION variable? We use the any() command and put USA inside quotation marks.

any(NATION == "USA")
[1] FALSE

Clearly, we do not have any data pertaining to the USA.

What are the values of the variable NATION?

levels(NATION)
[1] "CHINA"   "GERMANY" "FRANCE"

How many non-missing observations do we have in the variable NATION?

length(NATION)
[1] 17

OK, but how many different values of NATION do we have?

length(levels(NATION))
[1] 3

We have three different values.

Do we have tourists with more than three children? We use the any() command to find out.

any(CHILDREN > 3)
[1] FALSE

None of the tourists in this data set have more than three children.

Do we have any missing data in this data set?

In R, missing data is indicated in the data set with NA.

any(is.na(A))
[1] FALSE

We have no missing data here.

Which observations involve FRANCE? We use the which() command to identify the relevant indices, counting column-wise.

which(A == "FRANCE")
[1]  1  2  3  5  7  9 10 14 15 16

How many observations involve FRANCE? We wrap the above syntax inside the length() command to perform this calculation.

length(which(A == "FRANCE"))
[1] 10

We have a total of ten such observations.

That wasn’t so hard! In our next post we will look at further analytic techniques in R.

About the Author: David Lillis has taught R to many researchers and statisticians. His company, Sigma Statistics and Research Limited, provides both on-line instruction and face-to-face workshops on R, and coding services in R. David holds a doctorate in applied statistics.

See our full R Tutorial Series and other blog posts regarding R programming.

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In my last article, Hierarchical Regression in Stata: An Easy Method to Compare Model Results, I presented the following table which examined the impact several predictors have on one’ mental health.

At the bottom of the table is the number of observations (N) contained within each sample.

The sample sizes are quite large. Does it really matter that they are different? The answer is absolutely yes.

Fortunately in Stata it is not a difficult process to use the same sample for all four models shown above.

Some background info:

As I have mentioned previously, Stata stores results in temp files. You don’t have to do anything to cause Stata to store these results, but if you’d like to use them, you need to know what they’re called.

To see what is stored after an estimation command, use the following code:
ereturn list

After a summary command:
return list

One of the stored results after an estimation command is the function e(sample). e(sample) returns a one column matrix.  If an observation is used in the estimation command it will have a value of 1 in this matrix. If it is not used it will have a value of 0.

Remember that the “stored” results are in temp files.  They will disappear the next time you run another estimation command.

The Steps

So how do I use the same sample for all my models? Follow these steps.

Using the regression example on mental health I determine which model has the fewest observations.  In this case it was model four.

I rerun the model:
regress MCS  weeks_unemployed   i.marital_status   kids_in_house  religious_attend    income

Next I use the generate command to create a new variable whose value is 1 if the observation was in the model and 0 if the observation was not. I will name the new variable “in_model_4”.
gen in_model_4 = e(sample)

Now I will re-run my four regressions and include only the observations that were used in model 4. I will store the models using different names so that I can compare them to the original models.

My commands to run the models are:

regress MCS  weeks_unemployed   i.marital_status  if  in_model_4==1
estimates store model_1a

regress MCS  weeks_unemployed   i.marital_status   kids_in_house  if  in_model_4==1
estimates store model_2a

regress MCS  weeks_unemployed   i.marital_status   kids_in_house   religious_attend if  in_model_4==1
estimates store model_3a

regress MCS  weeks_unemployed   i.marital_status   kids_in_house  religious_attend    income if  in_model_4==1
estimates store model_4a

Note: I could use the code  if  in_model_4 instead of if  in_model_4==1. Stata interprets dummy variables as 0 = false, 1 = true.

Here are the results comparing the original models (eg. Model_1) versus the models using the same sample (eg. Model_1a):

Comparing the original models 3 and 4 one would have assumed that the predictor variable “Income level” significantly impacted the coefficient of “Frequent religious attendance”. Its coefficient changed from -58.48 in model 3 to 6.33 in model 4.

That would have been the wrong assumption. That change is coefficient was not so much about any effect of the variable itself, but about the way it causes the sample to change via listwise deletion.  Using the same sample, the change in the coefficient between the two models is very small, moving from 4 to 6.

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An “estimation command” in Stata is a generic term used for a command that runs a statistical model. Examples are regress, ANOVA, Poisson, logit, and mixed.

Stata has more than 100 estimation commands.

Creating the “best” model requires trying alternative models.  There are a number of different model building approaches, but regardless of the strategy you take, you’re going to need to compare them.

Running all these models can generate a fair amount of output to compare and contrast. How can you view and keep track of all of the results?

You could scroll through the results window on your screen. But this method makes it difficult to compare differences.

You could copy and paste the results into a Word document or spreadsheet. Or better yet use the “esttab” command to output your results.  But both of these require a number of time consuming steps.

But Stata makes it easy: my suggestion is to use the post-estimation command “estimates”.

What is a post-estimation command?  A post-estimation command analyzes the stored results of an estimation command (regress, ANOVA, etc).

As long as you give each model a different name you can store countless results (Stata stores the results as temp files).  You can then use post-estimation commands to dig deeper into the results of that specific estimation.

Here is an example.  I will run four regression models to examine the impact several factors have on one’s mental health (Mental Composite Score). I will then store the results of each one.

regress MCS  weeks_unemployed   i.marital_status
estimates store model_1

regress MCS  weeks_unemployed   i.marital_status   kids_in_house
estimates store model_2

regress MCS  weeks_unemployed   i.marital_status   kids_in_house   religious_attend
estimates store model_3

regress MCS  weeks_unemployed   i.marital_status   kids_in_house  religious_attend    income
estimates store model_4

To view the results of the four models in one table my code can be as simple as:

estimates table model_1 model_2 model_3 model_4

But I want to format it so I use the following:

estimates table model_1 model_2 model_3 model_4, varlabel varwidth(25)  b(%6.3f) /// star(0.05 0.01 0.001) stats(N r2_a)

Here are my results:

My base category for marital status was “widowed”. Is “widowed” the base category I want to use in my final analysis? I can easily re-run model 4, using a different reference group base category each time.

Putting the results into one table will make it easier for me to determine which category to use as the base.

Note in table 1 the size of the samples have changed from model 2 (2,070) to model 3 (2,067) to model 4 (1,682). In the next article we will explore how to use post-estimation data to use the same sample for each model.
Jeff Meyer is a statistical consultant with The Analysis Factor, a stats mentor for Statistically Speaking membership, and a workshop instructor. Read more about Jeff here.

16 comments

Stata has perhaps the best support resources of any statistical software
to help you prepare and analyze your data. These resources are helpful
for all skill levels, from beginners to advanced users.

For just about any Stata command, there are FAQs, text books, Stata
Journal articles, and third party add-ons, not to mention the built in
help page.

Even these help pages are detailed — broken into subsections;
description, syntax, menu, and examples.

Learning the nuances of the resources and how to quickly find the one
you need will help you create accurate analysis in significantly less time.

We will start by exploring commands with few options such as *generate*
and *navigate* to commands with many options such as *egen.*

**

This free one hour webinar will be packed full of information that will
help reduce those frustrating moments that we all experience when using
software.

Title: How to Benefit from Stata’s Bountiful Help Resources
Date: Thurs Dec 17, 2015
Time: 2:00pm EST
Presenter: Jeff Meyer

Share the free December 2015 webinar with others!

Jeff Meyer is a statistical consultant with The Analysis Factor, a stats mentor for Statistically Speaking membership, and a workshop instructor. Read more about Jeff here.

1 comment

I mentioned in my last post that R Commander can do a LOT of data manipulation, data analyses, and graphs in R without you ever having to program anything.

Here I want to give you some examples, so you can see how truly useful this is.

Let’s start with a simple scatter plot between Time and the number of Jobs (in thousands) in 67 counties.  Time is measured in decades since 1960.

The green line is the best fit linear regression line.

This wasn’t the default in R Commander (I actually had to remove a few things to get to this), but it’s a useful way to start out.

A few ways we can easily customize this graph:

Jittering

We see here a common issue in scatter plots–because the X values are discrete, the points are all on top of each other.

It’s difficult to tell just how many points there are at the bottom of the graph–it’s just a mass of black.

One great way to solve this is by jittering the points.

All this means is that instead of putting identical points right on top of each other, we move it slightly, randomly, in either one or both directions.  In this example, I jittered only horizontally:

So while the points aren’t graphed exactly where they are, we can see the trends and we can now see how many points there are in each decade.

How hard is this to do in R Commander? One click:

Regression Lines by Group

Another useful change to a scatter plot is to add a separate regression line to the graph based on some sort of factor in the data set.

In this example, the observations are measured for counties and each county is classified as being either Rural or Metropolitan.

If we’d like to see if the growth in jobs over time is different in Rural and Metropolitan counties, we need a separate line for each group.

In R Commander we can do this quite easily.  Not only do we get two regression lines, but each point is clearly designated as being from either a Rural or Metropolitan county through its color and shape.

It’s quite clear that not only was there more growth in the number of jobs in Metro counties, there was almost no change at all in the Rural counties.

And once again, how difficult is this?  This time, two clicks.

There are quite a few modifications you can make just using the buttons, but of course, R Commander doesn’t do everything.

For example, I could not figure out how to change those red triangles to green rectangles through the menus.

But that’s the best part about R Commander.  It works very much like the Paste button in SPSS.

Meaning, it creates the code for you.   So I can take the code it created, then edit it to get my graph looking the way I want.

I don’t have to memorize which command creates a scatter plot.

I don’t have to memorize how to pull my SPSS data into R or tell R that Rural is a factor.  I can do all that through R Commander, then just look up the option to change the color and shape of the red triangles.

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I received a question recently about R Commander, a free R package.

R Commander overlays a menu-based interface to R, so just like SPSS or JMP, you can run analyses using menus.  Nice, huh?

The question was whether R Commander does everything R does, or just a small subset.

Unfortunately, R Commander can’t do everything R does. Not even close.

But it does a lot. More than just the basics.

So I thought I would show you some of the things R Commander can do entirely through menus–no programming required, just so you can see just how unbelievably useful it is.

Since R commander is a free R package, it can be installed easily through R! Just type install.packages("Rcmdr") in the command line the first time you use it, then type library("Rcmdr") each time you want to launch the menus.

Data Sets and Variables

Import data sets from other software:

• SPSS
• Stata
• Excel
• Minitab
• Text
• SAS Xport
  

Define Numerical Variables as categorical and label the values

Open the data sets that come with R packages

Merge Data Sets

Edit and show the data in a data spreadsheet

Personally, I think that if this was all R Commander did, it would be incredibly useful. These are the types of things I just cannot remember all the commands for, since I just don’t use R often enough.

Data Analysis

Yes, R Commander does many of the simple statistical tests you’d expect:

• Chi-square tests
• Paired and Independent Samples t-tests
• Tests of Proportions
• Common nonparametrics, like Friedman, Wilcoxon, and Kruskal-Wallis tests
• One-way ANOVA and simple linear regression

What is surprising though, is how many higher-level statistics and models it runs:

• Hierarchical and K-Means Cluster analysis (with 7 linkage methods and 4 options of distance measures)
• Principal Components and Factor Analysis
• Linear Regression (with model selection, influence statistics, and multicollinearity diagnostic options, among others)
• Logistic regression for binary, ordinal, and multinomial responses
• Generalized linear models, including Gamma and Poisson models

In other words–you can use R Commander to run in R most of the analyses that most researchers need.

Graphs

A sample of the types of graphs R Commander creates in R without you having to write any code:

• QQ Plots
• Scatter plots
• Histograms
• Box Plots
• Bar Charts

The nice part is that it does not only do simple versions of these plots.  You can, for example, add regression lines to a scatter plot or run histograms by a grouping factor.

If you’re ready to get started practicing, click here to learn about making scatterplots in R commander, or click here to learn how to use R commander to sample from a uniform distribution.

4 comments