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STATA Resources ECOE 60303: Econometrics
II (Graduate) |
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Below is an introduction to STATA that
accompanies this class. The tutorial is
designed to be interactive where you type along with the worksheet. Please download and print the tutorial, find
a computer with STATA, then start
Introduction to STATA tutorial (in pdf
format)
Programs and data sets
to accompany the tutorial
cps87.xls Excel data set with raw data
cps87.csv the same data set but in csv (comma delimited format)
cps87.dta STATA data set
cps87.do STATA program that generates all the results in the tutorial
cps87.log Results from cps87.do
Sample STATA programs, data, and
output
Topic |
STATA Program |
STATA data set |
Output |
Fixed/random effects |
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Diff-in-diff Acemoglu and Angrist |
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Kloeck/Moulton problem |
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Simple bootstrap program |
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Wild bootstrap t program |
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RD design,
replicate Card et al |
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2SLS, replicate Angrist/Krueger, QJE |
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2SLS, replicate Evans and Angrist,
AER |
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Probit/logit, Evans, Farrelly, |
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Odds/ratio in logit smoking/low
birth weig |
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Ordered probit, Self reported health
status |
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Multinomial logit |
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Conditional logit |
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Count data models, Doctor visits |
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Conditional Poisson and NB
fixed-effect models |
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Tobit models, Censored wages in CPS |
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Heckman sample selection model |
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Mismeasured treatment |
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Duration data SES and mortality |
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Inverse probability weighting
(propensity score matching) |
Sample Matlab programs
Topic |
Matlab program |
Data (excel format) |
Output |
Generating basic OLS estimates |
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Analytic gradient, hessian and log-likelihood
function for Poisson model. Compare to
estimates using numeric approximation |