{"id":1011,"date":"2024-01-03T01:12:26","date_gmt":"2024-01-03T01:12:26","guid":{"rendered":"https:\/\/lasstatistique.com\/?p=1011"},"modified":"2024-08-14T02:54:02","modified_gmt":"2024-08-14T02:54:02","slug":"cours-2-stata","status":"publish","type":"post","link":"https:\/\/lasstatistique.com\/?p=1011","title":{"rendered":"Cours 2 : STATA"},"content":{"rendered":"

CHAPITRE III : STATISTIQUE DESCRIPTIVE<\/b><\/span><\/p>\n

    \n
  1. Statistique descriptive unidirectionnelle<\/i><\/b><\/span><\/li>\n<\/ol>\n

    Avant toute analyse, il est primordiale de calculer quelques statistiques de base pour les caract\u00e9ristiques de tendance de nos diff\u00e9rentes variables ou groupe de variables.<\/p>\n

    Pour cela, Stata<\/span> dispose d\u2019une bonne quantit\u00e9 de commandes \u00e9labor\u00e9es et sp\u00e9cifiques \u00e0 la nature de la variable d\u2019int\u00e9r\u00eat.<\/p>\n

    Nous regrouperons ici ces fonctions en deux grands groupes : Les fonctions relatives aux statistiques descriptives univari\u00e9es<\/span> et bivari\u00e9es<\/span>.<\/p>\n

    Description des variables discr\u00e8tes.<\/i><\/b><\/span><\/p>\n

      \n
    • tabulate<\/span> : Il permet de r\u00e9aliser des tableaux de fr\u00e9quences ou des tableaux crois\u00e9s sur plusieurs variables. Son abr\u00e9viation est tab<\/span>. Ainsi, tab sexe<\/span> donne un tableau de fr\u00e9quence sur le sexe alors que tab sexe age<\/span> donne un tableau crois\u00e9 entre le sexe et l\u2019age<\/span>.<\/li>\n
    • Tab1\/tab2<\/span> permettent de cr\u00e9er des s\u00e9ries de tableaux de fr\u00e9quence simple\/ crois\u00e9s sur les variables : tab1 var1 var2 var3 \u2026varn<\/span> donne n tableaux successifs sur chaque variable et tab2 var1 var2 var3 \u2026varn<\/span> donne toutes les combinaisons possibles de tableaux crois\u00e9s entre les variables<\/li>\n<\/ul>\n
        \n
      • table<\/span> : Il permet de r\u00e9aliser des tableaux de fr\u00e9quence \u00e0 3 dimensions. Syntaxe : table var1 var2 var3, row col<\/span><\/li>\n
      • modes<\/span> permet de calculer rapidement le mode d\u2019une variable.<\/li>\n<\/ul>\n

        Syntaxe : modes variable<\/span><\/p>\n

        Description des variables continues.<\/i><\/b><\/span><\/p>\n

          \n
        • summarize<\/span> : Elle donne un r\u00e9sum\u00e9 statistique des variables sp\u00e9cifi\u00e9es. Ce r\u00e9sum\u00e9 contient la moyenne arithm\u00e9tique, le nombre d\u2019observations, le maximum, le minimum et l\u2019\u00e9cart type. La short forme est sum<\/span><\/li>\n<\/ul>\n

          Syntaxe : summarize var1 var2 var3 \u2026 varn ou sum var1 var2 var3 \u2026 varn<\/span><\/p>\n

          On peut ajouter l\u2019option d\u00e9tail pour avoir en plus les principaux quantiles.<\/p>\n

            \n
          • table<\/span> : Elle peut \u00eatre utiliser afin de calculer certaines statistiques comme la moyenne, la variance, le min, le max, les centiles d\u2019une ou plusieurs variables selon les modalit\u00e9s d\u2019une variable discr\u00e8te.<\/li>\n<\/ul>\n

            Exemple : Si on fait table sexe, c(freq mean chomage), on obtient la dur\u00e9e moyenne de ch\u00f4mage au sein des cat\u00e9gories Homme et Femme.<\/p>\n

              \n
            • tabstat<\/span> : est pratiquement similaire \u00e0 table \u00e0 la diff\u00e9rence qu\u2019elle est plus compl\u00e8te car offre plus de statistiques pour chaque cat\u00e9gorie de la variable discr\u00e8te.\u00a0 Syntaxe : tabstat var_continu by(var_quali) stats(stat1stat2 \u2026statn)<\/span><\/li>\n<\/ul>\n
                \n
              • correlate<\/span> : Elle donne la matrice de corr\u00e9lation des variables sp\u00e9cifi\u00e9es. La forme r\u00e9duite est corr<\/span>.<\/li>\n<\/ul>\n

                Syntaxe : corr var1 var2 \u2026 varn<\/span><\/p>\n

                L\u2019inconv\u00e9nient de corr <\/span>est qu\u2019elle n\u2019utilise que le plus grand ensemble d\u2019observations non null pour le calcul des corr\u00e9lations.<\/p>\n

                Pour corriger cela, on peut utiliser pwcorr<\/span> \u00e0 la place de corr<\/span>.<\/p>\n

                Test de normalit\u00e9 d\u2019une variable.<\/i><\/b><\/span><\/p>\n

                  \n
                • sktest<\/span> : Commande pour r\u00e9aliser des tests de normalit\u00e9. Elle se base sur les statistiques de Skewness<\/span> et de Kurtosis<\/span>. L\u2019hypoth\u00e8se nulle ici est la distribution normale de la variable al\u00e9atoire.<\/li>\n<\/ul>\n

                  Syntaxe : sktest var1 var2 \u2026 varn<\/span><\/p>\n

                  Exemple : Test de normalit\u00e9 des variables INVG, IPC, PIBR<\/span><\/p>\n

                  Exemple<\/u> : Test de normalit\u00e9 des variables INVG, IPC, PIBR<\/p>\n

                  Au seuil de 5%, On accepte l\u2019hypoth\u00e8se de nulle de normalit\u00e9 pour IPC et PIBR et on rejette cette hypoth\u00e8se pour INVG.<\/p>\n

                  \"\"<\/p>\n

                    \n
                  • swilk et sfrancia<\/span> : Permettent de r\u00e9aliser respectivement les tests de Shapiro-Wilk<\/span> et de Shapiro-Francia<\/span>. L\u2019hypoth\u00e8se nulle de ces deux tests est la normalit\u00e9 de la variable al\u00e9atoire.<\/li>\n<\/ul>\n

                    En reprenant le m\u00eame exemple, on arrive au m\u00eame conclusion pour les deux tests de Shapiro. Au seuil de 5%, on rejette l\u2019hypoth\u00e8se nulle de normalit\u00e9 des trois variables.<\/p>\n

                    \"\"<\/p>\n

                      \n
                    1. 1-<\/i>Statistique descriptive<\/i><\/b><\/span><\/li>\n<\/ol>\n

                      Quelques tests d\u2019associations<\/i><\/b><\/span><\/p>\n

                        \n
                      • Test de corr\u00e9lation<\/span> : On utilise la commande pwcorr<\/span>. C\u2019est un test param\u00e9trique qui n\u00e9cessite la normalit\u00e9 des variables. L\u2019Hypoth\u00e8se nulle est l\u2019absence de corr\u00e9lation.<\/li>\n<\/ul>\n

                        Syntaxe : pwcorr var1 var2 \u2026 varn, star(.01) print(.05)<\/span><\/p>\n

                        star(.01)<\/span> signifie qu\u2019on affiche uniquement les coefficients sup\u00e9rieures \u00e0 0,01<\/span> et print(.05)<\/span> signifie qu\u2019on met une *<\/span> (significativit\u00e9) sur les coefficients significatifs au seuil de 5% .<\/p>\n

                          \n
                        • Test d\u2019\u00e9galit\u00e9 de la moyenne de student<\/span> : On utilise la commande ttest<\/span>. C\u2019est un test param\u00e9trique qui n\u00e9cessite la normalit\u00e9 des variables. L\u2019Hypoth\u00e8se nulle est l\u2019\u00e9galit\u00e9 des moyenne des deux groupes.<\/li>\n<\/ul>\n

                          Syntaxe : ttest var_continue, by(var_quali)<\/span><\/p>\n

                          Ici, var_quali<\/span> ne doit avoir que deux modalit\u00e9s.<\/p>\n

                            \n
                          • Test de Chi2<\/span> : On utilise la commande tabulate<\/span> avec en option chi2<\/span>. C\u2019est un test non param\u00e9trique utilis\u00e9 pour tester la liaison entre 2 variables qualitatives. L\u2019Hypoth\u00e8se nulle est l\u2019ind\u00e9pendance entre les deux variables.<\/li>\n<\/ul>\n

                            Syntaxe : tabulate var1 var2, chi2<\/span><\/p>\n

                            La statistique de Pearson donne le seuil \u00e0 partir du quel on rejette l\u2019hypoth\u00e8se nulle.<\/p>\n

                              \n
                            • Test de Krustal et Walis<\/span> : On utilise la commande ranksum<\/span>. C\u2019est un test non param\u00e9trique utilis\u00e9 pour d\u00e9terminer si k \u00e9chantillons ind\u00e9pendants sont issus de la m\u00eame population.<\/li>\n<\/ul>\n

                              Syntaxe : tabulate var1 var2, chi2<\/span><\/p>\n

                              La statistique de Pearson donne le seuil \u00e0 partir du quel on rejette l\u2019hypoth\u00e8se nulle.<\/p>\n

                              Les pond\u00e9rations<\/i><\/b><\/span><\/p>\n

                              G\u00e9n\u00e9ralement, les enqu\u00eates statistiques sont faites sur des sous \u00e9chantillons. De ce fait, chaque individus s\u00e9lectionn\u00e9 \u00e0 un poids. Le poids d\u2019un individus repr\u00e9sente le nombre d\u2019individus de la population que l\u2019individu de l\u2019\u00e9chantillon repr\u00e9sente. Stata<\/span> autorise 4 types de pond\u00e9rations :<\/p>\n

                                \n
                              • fweight<\/span> : f<\/span> pour fr\u00e9quence. Elle utilise un poids qui correspond au nombre de personnes que repr\u00e9sente l\u2019individu interrog\u00e9. Il doit \u00eatre un entier.<\/li>\n
                              • pweight <\/span>: p<\/span> pour probabilit\u00e9. Le poids ici correspond \u00e0 l\u2019inverse de la probabilit\u00e9 d\u2019inclusion de l\u2019observation.<\/li>\n<\/ul>\n

                                 <\/p>\n

                                 <\/p>\n

                                 <\/p>\n

                                 <\/p>\n","protected":false},"excerpt":{"rendered":"

                                CHAPITRE III : STATISTIQUE DESCRIPTIVE Statistique descriptive unidirectionnelle Avant toute analyse, il est primordiale de calculer quelques statistiques de base<\/p>\n","protected":false},"author":1,"featured_media":1000,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"colormag_page_container_layout":"default_layout","colormag_page_sidebar_layout":"default_layout","footnotes":""},"categories":[40,44],"tags":[],"class_list":["post-1011","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-cours","category-stata"],"yoast_head":"\nCours 2 : STATA - LASStatistique<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/lasstatistique.com\/?p=1011\" \/>\n<meta property=\"og:locale\" content=\"fr_FR\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Cours 2 : STATA - 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