Microeconometrics Using Stata

An outstanding introduction to microeconometrics and how to do microeconometric research using Stata, this book covers topics often left out of microeconometrics textbooks and omitted from basic introductions to Stata. Cameron and Trivedi provide the most complete and up-to-date survey of microeconometric methods available in Stata. They begin by introducing simulation methods and then use them to illustrate features of the estimators and tests described in the rest of the book. They address each topic with an in-depth Stata example and demonstrate how to use Stata’s programming features to implement methods for which Stata does not have a specific command. Aimed At Both Students And Researchers Of Economics And Related Social Sciences, Microeconometrics Using Stata Provides The Most Complete And Up-to-date Survey Of Microeconometric Methods Available In Stata, Including Linear Regression, Simulation, Instrumental-variables Estimation, Quantile Regression, Random- And Fixed-effects Models, Linear Mixed Models, Analytical And Bootstrap Inference, And Nonlinear Models For Binary, Multinomial, Censored, And Count Outcomes For Both Cross-sectional And Panel Datasets.--book Jacket. 1. Stata Basics -- 2. Data Management And Graphics -- 3. Linear Regression Basics -- 4. Simulation -- 5. Gls Regression -- 6. Linear Instrumental-variables Regression -- 7. Quantile Regression -- 8. Linear Panel-data Models: Basics -- 9. Linear Panel-data Models: Extensions -- 10. Nonlinear Regression Methods -- 11. Nonlinear Optimization Methods -- 12. Testing Methods -- 13. Bootstrap Methods -- 14. Binary Outcome Models -- 15. Multinomial Models -- 16. Tobit And Selection Models -- 17. Count-data Models -- 18. Nonlinear Panel Models -- A. Programming In Stata -- B. Mata. A. Colin Cameron, Pravin K. Trivedi. Includes Bibliographical References (p. [665]-672) And Index. Contents......Page 5 1 Stata basics......Page 41 2 Data management and graphics......Page 69 3 Linear regression basics......Page 111 4 Simulation......Page 153 5 GLS regression......Page 187 6 Linear instrumental-variables regression ......Page 211 7 Quantile regression ......Page 245 8 Linear panel-data models: Basics ......Page 269 9 linear panel-data models: Extensions ......Page 321 10 Nonlinear regression methods ......Page 353 11 Nonlinear optimization methods......Page 391 12 Testing methods......Page 425 13 Bootstrap methods......Page 455 14 Binary outcome models ......Page 485 15 Multinomial Models ......Page 517 16 Tobit and selection models......Page 561 17 Count-data models......Page 593 18 Nonlinear panel models......Page 641 Appendix A: Programming in Stata......Page 671 Appendix B: Mata......Page 687 This text presents an introduction to microeconometrics and how to do microeconometric research using Stata. The authors address each topic with an in-depth Stata example and demonstrate how to use Stata's programming features to implement methods for which Stata does not have a specific command