University of Notre Dame mark

STATA Resources

ECOE 60303:  Econometrics II (Graduate)

 

 

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

psid1.do

psid1.dta

psid1.log

Diff-in-diff Acemoglu and Angrist

ada_jpe.do

ada_jpe.dta

ada_jpe.log

Kloeck/Moulton problem

hsb_subset.do

hsb_subset.dat

hsb_subset.log

Simple bootstrap program

bootstrap_example.do

cps87.dta

bootstrap_example.log

Wild bootstrap t program

wild_bs_example.do

wild_bs_example.do

carton_sales_taxes.dta

RD design, replicate Card et al

card_et_al.do

card_et_al.dta

card_et_al.log

2SLS, replicate Angrist/Krueger, QJE

qob1.do

qob1.dta

qob1.log

2SLS, replicate Evans and Angrist, AER

pums80.do

pums80.dta

pums80.log

Probit/logit, Evans, Farrelly, Montgomery, AER

workplace1.do

workplace1.dta

workplace1.log

Odds/ratio in logit smoking/low birth weig

natal95.do

natal95.dta

natal95.log

Ordered probit, Self reported health status

sr_health_status.do

sr_health_status.dta

sr_health_status.log

Multinomial logit

job_training.do

job_training.dta

job_training.log

Conditional logit

travel_choice.do

travel_choice.dta

travel_choice.log

Count data models, Doctor visits

drvisits.do

drvisits.dta

drvisits.log

Conditional Poisson and NB fixed-effect models

helmet_law_data.do

helmet_law_data.dta

helmet_law_data.log

Tobit models, Censored wages in CPS

tobit.do

tobit.dta

tobit.log

Heckman sample selection model

missing_data.do

missing_data.dta

missing_data.log

Mismeasured treatment

jtpa_treatment.do

jtpa_treatment.dta

jtpa_treatment.log

Duration data

SES and mortality

nlms_data.do

nlms_data.dta

nlms_data.log

Inverse probability weighting (propensity score matching)

matching1.do

workplace1.dta

matching1.log

 

Sample Matlab programs

 

Topic

Matlab program

Data (excel format)

Output

Generating basic OLS estimates

basic_ols.m

cps_wage_data.xlsx

basic_ols.txt

Analytic gradient, hessian and log-likelihood function for Poisson model.  Compare to estimates using numeric approximation

poisson_check.m

calcloglike.m

calcgrad.m

calchess.m

drvisits.xlsx

poisson_check.txt