There are many different ways to work in Stata depending on your desires: You can work using the menus, dialog boxes, Command window, or via the Do-file Editor. Stata 11 adds to this list with its new Variables Manager and much-improved Data Editor, both of which provide tools that make tasks...

In this presentation, I introduce a new Stata command called threg. The command estimates regression coefficients of a threshold regression model based on the first hitting time of a boundary by the sample path of a Wiener diffusion process. The regression methodology is well suited to...

In this presentation, we present a procedure and an illustrative application of a user-written Data Envelopment Analysis (DEA) program in Stata. DEA is a linear programming method for assessing the efficiency and productivity of units and a popular managerial tool for measuring performance of...

We discuss how econometric estimators may be efficiently programmed in Mata. The prevalence of matrix-based analytical derivations of estimation techniques and the computational improvements available from just-in-time compilation combine to make Mata the tool of choice for econometric...

In U.S. political campaigns, the use of propensity scores of voters, predicted attributes, such as partisanship or turnout likelihood, became quite popular in recent years. Such applications, often called microtargeting, range from survey sampling to voter contacts via direct mail, phone, or...

Meta-analysis of diagnostic accuracy studies may be performed to provide a summary measure of diagnostic accuracy based on a collection of studies and their reported empirical or estimated smooth ROC curves. Statistical methodology for meta-analysis of diagnostic accuracy studies has largely...

The display of data or of results often entails the preparation of a variety of table-like graphs showing both text labels and numeric values. I will present basic techniques, tips, and tricks using both official Stata and various user-written commands. The main message is that whenever graph...

Abstract: Statisticians use Monte Carlo methods routinely to simulate random data and run new estimation procedures on those. How about simulating data for students to use in their homework? Each student gets a unique copy of a data set, which serves at least two purposes. First, each student...

In this presentation, I describe an alternative iterative approach for the estimation of linear regression models with high-dimensional fixed-effects, such as large employer–employee datasets. This approach is computationally intensive but imposes minimum memory requirements. I also show that...

Diagnostics for linear regression models are included as options in Stata and many other statistical packages and are now readily available to analysts. However, these tools are generally aimed at ordinary or weighted least-squares regression and do not account for stratification, clustering,...