OLS (Ordinary Least Squares) β€” eng keng tarqalgan regression usuli.

Oddiy regression

regress daromad ta_lim

Natijani o'qish:
- Coef β€” koeffitsient (ta'sir kuchi)
- Std. Err. β€” standart xato
- t β€” t-statistika
- P>|t| β€” p-qiymat (< 0.05 ahamiyatli)
- R-squared β€” modelning tushuntirish quvvati

Ko'p o'zgaruvchili regression

regress daromad ta_lim yosh tajriba jinsi shahar

Natijalarni saqlash va chop etish

* Natijalarni saqlash
estimates store model1

* Chiroyli jadval (outreg2 kerak)
ssc install outreg2
outreg2 using natija.doc, replace

* esttab bilan
ssc install estout
esttab model1, b(3) se(3) r2 star(* 0.1 ** 0.05 *** 0.01)

Diagnostika testlar

* Qoldiq tahlil
predict e, residuals
predict yhat, xb

* Geteroskedastislik testi (White)
estat imtest, white

* Breusch-Pagan testi
estat hettest

* Chiziqlilik testi
estat ovtest

* VIF (ko'p kolonearlik)
estat vif

Mustahkam standart xatolar

regress daromad ta_lim yosh, robust
regress daromad ta_lim yosh, vce(robust)

* Klaster bo'yicha
regress daromad ta_lim yosh, vce(cluster viloyat_id)