To test for group differences in growth trajectories in mixed (fixed and random effects) models, researchers frequently interpret the coefficient of group-by-time product terms. While this practice is straightforward in linear mixed models, testing for group differences in generalized linear...

The creation and testing of interaction terms in regression models can be very cumbersome, even in Stata 8. We propose a simple wrapping command, -fitint-, that fits any generalised linear model and tests any twoway interactions, as well as all main effects. There is no need to use -xi- because...

Among various structures in Stata for cycling through lists (whether lists of variable names, numbers, or arbitrary strings) are foreach and forvalues, introduced in Stata 7 in 2001, and for, introduced in Stata 3.1 in 1992, and revised in 5.0 (1997) and 6.0 (1999). Typically, each member of the...

I research the market efficiency of the German 6/49 parimutuel lottery game using Stata. To this end, I investigate the existence of profit opportunities for particularly unpopular combinations of numbers (Papachristou and Karamanis (1998)), employing the covariates proposed by Henze and Riedwyl...

A Stata program will be presented for improved quality control of econometric models. It is well known that reported econometric results often have unknown reliability because of selective reporting by the researcher. In particular, t-statistics are often uninformative or misleading when...

Stata's matrix language, Mata, highlighted in Bill Gould's Mata Matters columns in the Stata Journal, is very useful and powerful in its interactive mode. Stata users who write do-files or ado-files should gain an understanding of the Stata-Mata interface: how Mata may be called upon to do one...

Literature on causal inference has emphasized the average causal effect, defined as the mean difference in potential outcomes under different treatment conditions. We consider marginal regression models that describe how causal effects vary in relation to covariates. To estimate parameters, we...

The quaids ado files written by Brian Poi provide a good template for constructing alternative ado files for maximum likelihood estimation of demand systems. I describe how I used the template to construct ado files to estimate a five commodity almost ideal demand system with demographic...

The “fallacies of the wrong level” (e.g., ecological fallacy) are a concern in much of social-science research. When appropriate data are available, researchers frequently use intra-class correlations or ANOVAs to decide whether to use individual-level data or whether to aggregate and...

Following in the footsteps of the Stata user-written command ivtreatreg, recently proposed by the author (Cerulli, 2012), the paper presents a new Stata routine— contreatreg—for estimating a Dose Response Treatment Model under continuous treatment endogeneity and heterogeneous...