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...

Special problems arise when trying to do causal inference for binary regression with observational data; we will examine some of these problems and critically examine several common and not-so-common solutions.

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...

In this talk, I introduce Stata 12's new sem command for estimating the parameters of simultaneous-equations models. Some of the considered models include unobserved factors. Estimation methods include maximum likelihood and the generalized method of moments.

As Long & Freese show, it can often be helpful to compute predicted/expected values for hypothetical or prototypical cases. Stata 11 introduced new tools for making such calculations – factor variables and the margins command. These can do many of the things that were previously done by...

Theil and Goldberger (Int. Ec. Rev., 1961) and Theil (JASA, 1963) proposed a generalized least squares approach to 'mixing' sample information and prior beliefs about the coefficients of a regression equation. Their 'mixed' estimator may be considered as a stochastic version of constrained least...

In this presentation, the author presents a procedure and an illustrative application of a user-written Malmquist Productivity Analysis(MPA) using Data Envelopment Analysis (DEA) frontier in Stata. MPA measures the productivity changes for units between time periods. MPA has been used widely for...

There is a strong demand for systematic and uniform approach to table-making, yet it is currently believed that this is not plausible or non-existent in Stata. There is also an impression that tabulation tables are inherently different from summary tables or regression tables. This presentation...

Network analysis is becoming a popular field of research. Though sophisticated packages exist for analyzing networks, such as sna, igraph, and RBGL packages developed for R and MatlabBGL implemented in Matlab, similar programs have yet to be written for Stata. I attempt to fill this void by...

Sometimes social scientists are interested in determining whether, and to what extent, the distribution of a given variable of interest Y varies across the categories of a second variable D. When the number of valid observations within one or more categories of D is small and/or collected data...