In a June, 2009 American Economic Review article entitled "Tricks with Hicks: The EASI Demand System", Arthur Lewbel and Krishna Pendakur proposed the exact affine Stone index demand system. This system allows Engel curve behavior higher than rank 3, demographics, and unobserved heterogeneity in...

Because impact evaluation is an important tool that guides public policy decisions and because applying impact evaluation is a rigorous process, we must generate examples of how impact evaluation methodologies apply to the Mexican context. To this end, we have used nonexperimental methodologies...

The main purpose of this work is to discuss Stata’s capability to implement customized likelihood functions compared with Gauss’s. I compare these two high-level programming languages with built-in function libraries and graphic routines. Overall, Stata’s features seem best suited for...

In this talk, I will discuss the main methodological features of the bivariate dynamic probit model for panel data. I will present an example using simulated data, giving special emphasis to the initial conditions problem in dynamic models and the difference between true and spurious state...

Some surveys collect data of individuals who are nested within hierarchical organizations or countries. These data are useful, for instance, for ranking countries according to a major outcome adjusted for covariates. Reporting only means produces rankings that are biased. So it is necessary to...

In this presentation, I aim to show how to produce informative descriptive statistics from a longitudinal survey using the Mexican Family Life Survey (MXFLS) as an example. I will introduce the audience to the MXFLS and discuss its main innovative features, such as the sample design, the...

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

Using the approach proposed in 2002 by the Technical Committee for the Measurement of Poverty (TCMP), CONEVAL produced a set of state-level poverty measures. The methodology consists of comparing a food basket that contains the minimum consumption requirements with a household’s average...

In this talk, I will cover a number of topics related to the estimation of panel models for count data, with empirical illustrations estimated using Stata. For the theoretical background, I will rely on my book with Colin Cameron, Microeconometrics: Methods and Applications (2005, Cambridge...

In this presentation, we illustrate an application of a relatively new selection-bias correction methodology based on the multinomial logit model using the selmlog Stata command (Bourguignon, Fournier, and Gurgand, 2007, Journal of Economic Surveys 21: 174–205). selmlog allows for getting both...