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Source: Econometrics By Simulation → Stata Blogs
目录
- commenting - wildcards
If statements and relational operators
7 ways to Speed up your do files Formatting Guide
Random Variables
A note on generating random numbers
Generating 'random' variables drawn from any distribution
Drawing jointly distributed non-normal random variables
Generate rank correlated variables Draw Multinomial Random Variables
Mata
Write your own System OLS in Mata Mata: program your own IV Estimator
Maximum Likelihood (write your own commands)
Quantile regression 3 ways to write a probit command Linear models with heteroskedastic errors ML and initial values
Programs
all missing in SPSS to Stata missing capture_retry
Remove a subset from a global - Stata
Recursive programming in Stata Inverting a Binomial Distribution in Stata - harder than it sounds
Simulation Tools
bootstrapped draws - merge method
bootstrapped draws - expand method
asim command msimulate command
Programming Return Text Stata Syntax Command's Syntax
Data Organization
Three ways to Create Unique Identifiers Use Expand to Manually Reshape Data
Pre and Post Test Data Merge/Append
Moving Averages & Data Cleaning
Data Imputation
Data Powertools- Increasing your workload Efficiency
Easy recode all missing SPSS or SAS into Stata
Turn factor variables into a list of dummy variables
3 Ways of Loading SPSS (sav) files into Stata
Search all of the data in a directory for a variable
Probability
Law of Iterative Expectations/Law of Total Expectations
t-tests and F-tests and rejection rates A note on correlated variables
Write your own bootstrap command
Survival Rates and Negative Binomial
The Problem with Probabilities I - how many rolls does it take to get a 1?
The Problem with Probabilities II - Monte Hall's Problem
The Problem with Probabilities III - Settlers of Catan - probability of bandit attack The Delta method to estimate standard errors from a non-linear transformation
Classical Problems
OLS w Correlation between x and u
The problem of near multicollinearity
The randomly walking currency market
Linear models with heteroskedastic errors
Calculating Mutually Exclusive Fixed Effects
Test Rejection Power for Failure of Normality Assumption
Modeling Heteroskedasticity Measurement Error Model Selection Tests
Checking for differences in estimates by group Chamberlain Mundlak Device and the CLuster Robust Hausman Test Endogenous Binary Regressors Regression with Endogenous Explanatory Variables Potential IV Challenges even with RCTs
System Ordinary Least Squares
Write your own System OLS in Mata
Seemingly Unrelated Regression - with Correlated Errors R-squared Multivariate Least Squares - Multi-Step Estimator and Correlated Explanatory Variables
Unobserved Effect Models
Unobserved fixed effects model
Unobserved effects model - extensions
Robust Hausman Test Fail? Interpreting the Control Function Coefficient
Correlated Random Coefficients
Average Treatement Effects and Correlated Random Coefficients Random Coefficients with IFGLS and MLE
Random 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)
Estimating Random Coefficients in a panel data
Binary Response Models
Average Partial Effects Probit vs Logit Simulating Multinomial logit in Stata
Non-linear least squares
Non-Linear Least Squares (M-estimation) R vs Stata Non-linear least squares! Power Analysis with Non-Linear Least Squares: A Simulation Approach
Simultaneous 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
Inverse Probability Weighting to Correct for Sample Selection/Missing Data
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 work
Power Analysis Power Analysis with Non-Linear Least Squares: A Simulation Approach
Micro Simulations: Selection Bias in the use of Fertilizer Estimating Supply
Demand Simulation and Estimation
Estimating demand (AIDS model)
Misspecified Cobb Douglas Demand Model
Production Possibility Frontier: Simulation & Estimation Commodity Demand Estimation - Fish Demand
Logistic Regression Logistic or Logit or doesn't matter Simulating Multinomial Logit
Path Analysis Path Analysis
Special Topics
Value-added modelling iPad example
Estimating VAMs Value Added Methods (models)
Social network analysis simulation - contagious depression
2012 Election! Simulation and predictions. Obama wins 91% of simulated outcomes
Dynamic Simulations:
Spatial malaria epidemiology infection model
Zombie Invasion - spatial multi-agent system simulation Werewolf attack - spatial multi-agent system basic artificial intelligence
Exporting Results for Publication Creating Professional Tables Using Estpost Professional Post Estimation Tables Using Estout
Classical Methods
Cronbach's alpha The True Test Score World Relating Classics Test Theory Parameters to IRT Parameters Strictly Parallel Tests Classical Test Theory Results
Commands in Stata and R 7 commands in R & Stata
R vs Stata Non-linear least squares! Nested functions in R and Stata Stata is to Accounting as R is to Tetris
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