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Stata 12 manual updates and errata

Updates and errata are available for the following manuals:

Base Reference Manual, Volume 3
Data Management Reference Manual
Graphics Reference Manual
Longitudinal-Data/Panel-Data Reference Manual
Multivariate Statistics Reference Manual
Structural Equation Modeling Reference Manual

Base Reference Manual, Volume 3

(1) [R] nptrend, p. 1387, third displayed equation
(1) [R] qreg, p. 1610–1629
The documentation for [R] qreg has been updated to document new features added in the 30 Jan 2012 Stata 12.1 update. To see the latest PDF of [R] qreg, click here.

Data Management Reference Manual

(1) [D] datetime business calendars, p. 96, command and paragraph above Description
    omit dowinmonth -1 Th of Nov and +1

which says to omit the last (-1) Thursday of November in every year, and omit the day after that (+1), too. ...
    omit dowinmonth +4 Th of Nov and +1

which says to omit the fourth (+4) Thursday of November in every year, and omit the day after that (+1), too. ...
(1) [D] odbc, p. 476, SQL data type table
SQL_BIGINT     long
SQL_REAL       float
SQL_BIGINT     string
SQL_REAL       double

Graphics Reference Manual

(1) [G-2] graph export, p. 130, text below second table
ps, eps, and pdf are available with all versions of Stata; png and tif are available for all versions of Stata except Stata(console) for Unix; and wmf and emf are available only with Stata for Windows. ps and eps are available for all versions of Stata; png and tif are available for all versions of Stata except Stata(console) for Unix; pdf is available only for Stata for Windows and Stata for Mac; and wmf and emf are available only for Stata for Windows.

Longitudinal-Data/Panel-Data Reference Manual

(1) [XT] xtpoisson, p. 406, first paragraph
We now assume that Εi follows a gamma distribution with mean one and variance θ so that unconditional on Εi We now assume that Εi follows a gamma distribution with mean one and variance 1/θ so that unconditional on Εi

Multivariate Statistics Reference Manual

(1) [MV] ca, p. 42, relative contributions equations
(1) [MV] manova, p. 374, approximate F statistic equation
(1) [MV] manova, p. 374, df2 equation
(1) [MV] mca, p. 414, fourth displayed equation and following text
S = P - cc

c is called the column mass. B and S are symmetric. Thus the singular-value decomposition commonly associated with CA is equivalent to the spectral or eigen decomposition of S.
S = D(c)-1/2 (P - cc′) D(c)-1/2

c is called the column mass. D(c) is the diagonal matrix with diagonal c; D(c)-1/2 is therefore the diagonal matrix with elements 1/sqrt(ct), where ct is an element of c. B and S are symmetric. Thus the singular-value decomposition commonly associated with CA is equivalent to the spectral or eigen decomposition of S.

Structural Equation Modeling Reference Manual

(1) [SEM] methods and formulas, p. 219, total effects equation
(1) [SEM] sem option reliability(), p. 249, reliability() option description
1 − noise variance
------------------------------
total variance
      noise variance
1 − ------------------------
      total variance
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