Showing 1 - 10 of 479
Users of –logit- or –logistic- occasionally encounter instances in which one or more predictors perfectly predict one or both outcomes (a condition called separation), or in which some outcomes are completely determined (quasicomplete separation). Finite maximum likelihood estimates do not...
Persistent link: https://www.econbiz.de/10005101353
Binary response variables arise in a variety of studies. It is often of interest to summarize a treatment effect in terms of the difference in proportions of successes between groups. Stata produces the Wald-type asymptotic CI for differences in proportions in -cs- and -glm , family(binomial)...
Persistent link: https://www.econbiz.de/10005102758
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...
Persistent link: https://www.econbiz.de/10004970623
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...
Persistent link: https://www.econbiz.de/10004970624
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...
Persistent link: https://www.econbiz.de/10004970626
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...
Persistent link: https://www.econbiz.de/10004970627
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...
Persistent link: https://www.econbiz.de/10011132924
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...
Persistent link: https://www.econbiz.de/10011132925
This presentation shows and applies a new user-written Stata command, enhancedeba, that facilitates the extreme bounds analysis (EBA) methodologies proposed by Leamer (1983, 1985) and Sala-i-Martin (1997). This command is useful for robustness checks and determining whether relationships between...
Persistent link: https://www.econbiz.de/10011132926
Applied scientists, especially public health scientists, frequently want to know how much good can be caused by a proposed intervention. For instance, they might want to estimate how much we could decrease the level of a disease, in a dream scenario where the whole world stopped smoking,...
Persistent link: https://www.econbiz.de/10011132927