# Stata: Bivariate Regression

19 Apr 2011# Bivariate Regression

In this post we’ll use the system dataset **auto**.

```
sysuse auto, clear
```

To estimate the model we use the `regress`

command in the command window. The `regress`

command follows the general format of `regress dv iv, options`

. Type `help regress`

or visit the online help for `regress`

for a description of the options available for regress. For example the regression of *price* on *mpg* is estimated as follows:

```
regress price mpg
```

The output includes:

- The ANOVA source table
- Descriptive statistics and effect sizes
- Coefficients, hypothesis tests, and confidence intervals

## Standardized Coefficients

Suppose we would like Stata to report standardized coefficients. To get standardized coefficients we add the `beta`

option to our command.

```
regress price mpg, beta
```

## Visualizing Regression Lines

We can visualize the relationship between two variables with a scatterplot. Stata’s graphics provide several useful commands for including regression lines on a scatterplot. We’ll discuss the `lfit`

and `lfitci`

commands.

To produce a scatterplot between *price* (y-axis) and *mpg* (x-axis), we use the `graph twoway scatter`

command.

```
graph twoway scatter price mpg
```

Now let’s add the regression line to the plot. The `lfit`

graph command allows us to do this (`lfit`

stands for *linear* fit). However, we don’t want the regression line in isolation. We want it on top of the scatterplot. Stata lets you combine twoway graphs in one of two ways: (1) using parentheses or (2) using pipes. To add the regression line with parentheses, we type:</p>

```
graph twoway (lfit price mpg) (scatter price mpg)
```

The first set of parentheses is the regression line and the second is the scatterplot. This produces the following plot:

To add the regression line with pipes (this produces an identical plot as above), we type:

```
graph twoway lfit price mpg || scatter price mpg
```

It can be nice to include confidence intervals on the plot. To do this we simply change the `lfit`

command to `lfitci`

, where the `ci`

refers to confidence interval.

```
graph twoway lfitci price mpg || scatter price mpg
```