In this talk, I will provide a quick introduction to estimators for the parameters of spatial-autoregressive models and a quick introduction to a suite of user-written Stata commands for managing spatial data and parameter estimation.

Many researchers need to estimate panel data models in which either the idiosyncratic term is autocorrelated or the model includes a lagged dependent variable. This talk will review some of the estimation and inference methods that have appeared in the econometric literature to deal with these...

In this talk, I will review dynamic panel-data analysis and how to perform it using Stata. I also cover static models with predetermined variables. For each model discussed, I review the econometrics and then show how to perform the estimation using Stata.

Stata 11 has the new command gmm for estimating parameters by generalized method of moments (GMM). gmm can estimate the parameters of linear and nonlinear models for cross-sectional, panel, and time-series data. In this presentation, I provide an introduction to GMM and to the gmm command

Stata 11 has a new command, gmm, for estimating parameters by the generalized method of moments (GMM). gmm can estimate the parameters of linear and nonlinear models for cross-sectional, panel, and time-series data. In this presentation, I provide an introduction to GMM and to the gmm command.

This paper presents an implementation of matching estimators for average treatment effects in Stata. The nnmatch command allows you to estimate the average effect for all units or only for the treated or control units; to choose the number of matches; to specify the distance metric; to select a...

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...

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...

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...