This example makes use of the user written command, pathreg. You can
obtain pathreg by typing findit pathreg.
use http://www.gseis.ucla.edu/courses/data/terman
summarize
Variable | Obs Mean Std. Dev. Min Max
-------------+--------------------------------------------------------
inc | 100 13 4 3.694411 23.08633
occ | 100 8 1.2 5.310747 11.34572
edu | 100 9 2.6 3.885739 14.639
ach | 100 80 15.1 33.31136 120.953
patt | 100 3 .5 1.780932 4.405661
iq | 100 130 10.4 100.3054 156.0061
pedu | 100 7 2.7 .7021856 12.73447
popoc | 100 6 1.5 1.328781 9.455834
corr
(obs=100)
| inc occ edu ach patt iq pedu popoc
-------------+------------------------------------------------------------------------
inc | 1.0000
occ | 0.4100 1.0000
edu | 0.2000 0.3200 1.0000
ach | -0.0100 0.0200 0.0600 1.0000
patt | 0.0800 0.0900 0.1400 0.0030 1.0000
iq | 0.0900 0.0800 0.1000 -0.1000 0.0800 1.0000
pedu | 0.0600 0.0800 0.3100 0.0700 0.0300 0.1600 1.0000
popoc | 0.0600 0.0020 0.1600 0.0400 0.0060 0.1200 0.5000 1.0000
pathreg (inc pedu patt occ edu)(occ ach edu)(ach patt popoc)(edu pedu ach popoc)(patt popoc)(iq patt pedu)
------------------------------------------------------------------------------
inc | Coef. Std. Err. t P>|t| Beta
-------------+----------------------------------------------------------------
pedu | .0095786 .1452895 0.07 0.948 .0064656
patt | .2834574 .754037 0.38 0.708 .0354322
occ | 1.279422 .3283948 3.90 0.000 .3838265
edu | .1080164 .1598128 0.68 0.501 .0702107
_cons | .8750569 3.306326 0.26 0.792 .
------------------------------------------------------------------------------
n = 100 R2 = 0.1746 sqrt(1 - R2) = 0.9085
------------------------------------------------------------------------------
occ | Coef. Std. Err. t P>|t| Beta
-------------+----------------------------------------------------------------
ach | .0000638 .0076585 0.01 0.993 .0008029
edu | .1476701 .0444781 3.32 0.001 .3199518
_cons | 6.665865 .7206794 9.25 0.000 .
------------------------------------------------------------------------------
n = 100 R2 = 0.1024 sqrt(1 - R2) = 0.9474
------------------------------------------------------------------------------
ach | Coef. Std. Err. t P>|t| Beta
-------------+----------------------------------------------------------------
patt | .0833558 3.063935 0.03 0.978 .0027601
popoc | .4024998 1.021312 0.39 0.694 .0399834
_cons | 77.33493 11.12149 6.95 0.000 .
------------------------------------------------------------------------------
n = 100 R2 = 0.0016 sqrt(1 - R2) = 0.9992
------------------------------------------------------------------------------
edu | Coef. Std. Err. t P>|t| Beta
-------------+----------------------------------------------------------------
pedu | .2928398 .1079861 2.71 0.008 .3041029
ach | .0066216 .0167353 0.40 0.693 .0384564
popoc | .0111112 .1940535 0.06 0.954 .0064103
_cons | 6.353724 1.664137 3.82 0.000 .
------------------------------------------------------------------------------
n = 100 R2 = 0.0976 sqrt(1 - R2) = 0.9499
------------------------------------------------------------------------------
patt | Coef. Std. Err. t P>|t| Beta
-------------+----------------------------------------------------------------
popoc | .002 .0336711 0.06 0.953 .006
_cons | 2.988 .2081833 14.35 0.000 .
------------------------------------------------------------------------------
n = 100 R2 = 0.0000 sqrt(1 - R2) = 1.0000
------------------------------------------------------------------------------
iq | Coef. Std. Err. t P>|t| Beta
-------------+----------------------------------------------------------------
patt | 1.565569 2.079585 0.75 0.453 .0752678
pedu | .6075986 .3851083 1.58 0.118 .1577419
_cons | 121.0501 6.800696 17.80 0.000 .
------------------------------------------------------------------------------
n = 100 R2 = 0.0313 sqrt(1 - R2) = 0.9842
pathreg (inc occ)(occ ach edu)(ach iq)(edu pedu)(iq patt pedu)
------------------------------------------------------------------------------
inc | Coef. Std. Err. t P>|t| Beta
-------------+----------------------------------------------------------------
occ | 1.366667 .3071152 4.45 0.000 .41
_cons | 2.066666 2.484135 0.83 0.407 .
------------------------------------------------------------------------------
n = 100 R2 = 0.1681 sqrt(1 - R2) = 0.9121
------------------------------------------------------------------------------
occ | Coef. Std. Err. t P>|t| Beta
-------------+----------------------------------------------------------------
ach | .0000638 .0076585 0.01 0.993 .0008029
edu | .1476701 .0444781 3.32 0.001 .3199518
_cons | 6.665865 .7206794 9.25 0.000 .
------------------------------------------------------------------------------
n = 100 R2 = 0.1024 sqrt(1 - R2) = 0.9474
------------------------------------------------------------------------------
ach | Coef. Std. Err. t P>|t| Beta
-------------+----------------------------------------------------------------
iq | -.1451923 .1459312 -0.99 0.322 -.1
_cons | 98.875 19.03106 5.20 0.000 .
------------------------------------------------------------------------------
n = 100 R2 = 0.0100 sqrt(1 - R2) = 0.9950
------------------------------------------------------------------------------
edu | Coef. Std. Err. t P>|t| Beta
-------------+----------------------------------------------------------------
pedu | .2985185 .0924819 3.23 0.002 .31
_cons | 6.91037 .6934114 9.97 0.000 .
------------------------------------------------------------------------------
n = 100 R2 = 0.0961 sqrt(1 - R2) = 0.9507
------------------------------------------------------------------------------
iq | Coef. Std. Err. t P>|t| Beta
-------------+----------------------------------------------------------------
patt | 1.565569 2.079585 0.75 0.453 .0752678
pedu | .6075986 .3851083 1.58 0.118 .1577419
_cons | 121.0501 6.800696 17.80 0.000 .
------------------------------------------------------------------------------
n = 100 R2 = 0.0313 sqrt(1 - R2) = 0.9842
pathreg (inc occ)(occ edu)(edu ped)
------------------------------------------------------------------------------
inc | Coef. Std. Err. t P>|t| Beta
-------------+----------------------------------------------------------------
occ | 1.366667 .3071152 4.45 0.000 .41
_cons | 2.066666 2.484135 0.83 0.407 .
------------------------------------------------------------------------------
n = 100 R2 = 0.1681 sqrt(1 - R2) = 0.9121
------------------------------------------------------------------------------
occ | Coef. Std. Err. t P>|t| Beta
-------------+----------------------------------------------------------------
edu | .1476923 .0441709 3.34 0.001 .32
_cons | 6.670769 .413635 16.13 0.000 .
------------------------------------------------------------------------------
n = 100 R2 = 0.1024 sqrt(1 - R2) = 0.9474
------------------------------------------------------------------------------
edu | Coef. Std. Err. t P>|t| Beta
-------------+----------------------------------------------------------------
pedu | .2985185 .0924819 3.23 0.002 .31
_cons | 6.91037 .6934114 9.97 0.000 .
------------------------------------------------------------------------------
n = 100 R2 = 0.0961 sqrt(1 - R2) = 0.9507