Useful command for stata



Maximum Likelihood (write your own commands)

Moving Averages & Data Cleaning

Data Imputation
Unobserved Effect Models

Instrumental Variables
 Many Forms of Instrumental Variables
 The Weak Instrument Problem
 Testing the Rank Condition of IV Estimators
 2SQreg IVqreg Cfqreg – zombies

Censored Regression
Dependent variable is bottom coded 
Asymmetric Error with Right and Left Sensoring
Tobit Normality Assumption Fail – Tobit Still Works
Cragg’s Double hurdle model used to explain censoring

Quantile Regression
Program your own quantile regression v1 – Maximum Likelihood 
Quantile Regression Fail
Oh wait! Quantile regression wins!
 2SQreg IVqreg Cfqreg – zombies
 Quantile Regression (qreg) is invariant to non-decreasing transformations

Random Coefficients
 Estimating Random Coefficients on X (using xtmixed)
Estimating Random Coefficients on X (using NormalReg -preferred)

Binary Response Models
My Own Tools (No Theory Backing Them)
Breaking down R2 by variable
Sticky Probit – clustered bootstrapped standard errors
 Non-Parametric PDF Fit Test
 Test of PDF Fit – Does not workPower Analysis
Power Analysis with Non-Linear Least Squares: A Simulation Approach

Miscellaneous Topics

Special Topics

Value-added modelling iPad example