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...

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, it is less so in generalized linear mixed models. Using...

Current research on multiple imputation suggests that including auxiliary variables in the imputation model may increase the accuracy and efficiency of coefficient estimation, yet few studies have actually tested this principle for regression analysis. This article uses data from the 2008...

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...

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...

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...

Most of the microeconometrics studies are being based on the causal inference analysis. diff provides to the researcher an easy-to-use tool to perform the difference-in-differences estimation from a two-period panel dataset designed for an impact evaluation. It combines the conditional...