This paper discusses the advantages of Halton sequences over pseudo- random uniform numbers when using simulation to approximate integrals numeri- cally. We describe two types of sequences and give Mata examples. Finally, we doc- ument the Mata function halton(), currently in release 9.1 of...

This article gives a brief overview of the popular methods for esti- mating variance components in linear models and describes several ways to obtain such estimates in Stata for various experimental designs. The article’s emphasis is on using xtmixed to estimate variance components. Prior to...

Categorical and limited dependent variable models are routinely estimated via maximum likelihood. It is well-known that the ML estimates of the parameters are inconsistent if the distribution or the skedastic component is misspecified. When conditional moment tests were first developed by Newey...

We describe the spreg command, which implements a maximum likelihood estimator and a generalized spatial two-stage least-squares estimator for the parameters of a linear cross-sectional spatial-autoregressive model with spatial-autoregressive disturbances. Copyright 2013 by StataCorp LP.

We present the spmat command for creating, managing, and storing spatial-weighting matrices, which are used to model interactions between spatial or more generally cross-sectional units. spmat can store spatial-weighting matrices in a general and banded form. We illustrate the use of the spmat...

We describe the spivreg command, which estimates the parameters of linear cross-sectional spatial-autoregressive models with spatial-autoregressive disturbances, where the model may also contain additional endogenous variables as well as exogenous variables. spivreg uses results and the...

This article discusses the poparms command, which implements two semiparametric estimators for multivalued treatment effects discussed in Cattaneo (2010, Journal of Econometrics 155: 138–154). The first is a properly reweighted inverse-probability weighted estimator, and the second is an...

Because serial correlation in linear panel-data models biases the standard errors and causes the results to be less efficient, researchers need to identify serial correlation in the idiosyncratic error term in a panel-data model. A new test for serial correlation in random- or fixed-effects...

This note describes freduse, which imports datasets from the Federal Reserve economic data (FRED) repository. Copyright 2006 by StataCorp LP.