### *Stata*

## Programming

3 ways to write a probit command

Linear models with heteroskedastic errors

ML and initial valuesPrograms

Moving Averages & Data Cleaning

## Econometrics

R-squared

Multivariate Least Squares – Multi-Step Estimator and Correlated Explanatory Variables

Random Coefficients with IFGLS and MLERandom Coefficients

HLM comparison with OLS – 2 levels, random coefficient on constant

Hierarchical linear modelling

Choosing an appropriate level of analysis

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)

Probit vs Logit

Simulating Multinomial logit in StataNon-linear least squares

R vs Stata Non-linear least squares!

Power Analysis with Non-Linear Least Squares: A Simulation ApproachSimultaneous Equations

Demand Simulation and Estimation

Bootstrapping

Write your own estimator and bootstrap the standard errors

Write your own bootstrap command

Stata – Write your own “fast” bootstrap

Bootstrapping Percentile Count Vs. Standard Error Approximation

Regression Discontinuity

Sharp Regression Discontinuity Example and Limitations

Non-Parametric Regression Discontinuity

Non-random Selection

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

Value-added modelling iPad example

2012 Election! Simulation and predictions. Obama wins 91% of simulated outcomes

Dynamic Simulations:

## Psychometrics

The True Test Score World

Relating Classics Test Theory Parameters to IRT Parameters

Strictly Parallel Tests Classical Test Theory Results

## R & Stata Bridge

7 commands in R & Stata