Even if assignment of treatment is purely exogenous, estimating treatment effects may suffer from severe bias if the available sample is subject to nonrandom sample selection/attrition. Lee (Review of Economic Studies, 2009) addresses this issue by proposing an estimator for treatment effect...

Stata provides an easy and effective way of programming and distributing user-written additions to Stata’s command universe. However, a Stata programmer may face problems when trying to distribute an ado-file whose code in turn depends on one or many other self-written or third-party...

The Stata package “multilevel tools” (mlt) includes a range of ado-files for postestimation after multilevel models (xtmixed/xtmelogit). Up to now, it contains three commands (more ado-files will be added in the future): mltrsq gives the Boskers/Snijders R-square and the Bryk/Raudenbusch...

Dong and Lewbel have developed the theory of simple estimators for binary choice models with endogenous or mismeasured regressors, depending on a “special regressor” as defined by Lewbel (Journal of Econometrics, 2000). These estimators can be used with limited, censored, continuous, or...

In this talk, I aim to discuss tools to compare the observed distribution of a variable with the theoretical distribution assumed by a model. In particular, I will focus on the situation where a model assumes a certain distribution for the explained/dependent/y variable and one or more...

Biplots display correlations and differences in means and standard deviations of many variables on one graph, together with the values of the plotted variables and approximations of the Euclidean distance between the observations. Biplots are useful for identifying clusters of observations,...

The recent addition of support for the CMYK colour model to Stata 8 allows graphs from Stata to be used where colour separation is required for printing. This paper outlines work being done at the Office for National Statistics to use Stata for graphics in our flagship "Economic Trends"...

Systematic reviews of randomised trials are now widely recognised to be the best way to summarise the evidence on the effects of medical interventions. A systematic review may (though it need not) contain a meta-analysis, `a statistical analysis which combines the results of several independent...

Searches for genes using linkage analyses with genetic markers placed across the entire human genome are hypothesis-free experiments, which represent an extreme form of multiple testing. As such, the low p-values required to obtain nominal significance make accurate diagnostics essential to...

The Stata command xtreg estimates the random-effects linear regression model, for which the random effects are assumed to be normally distributed with zero mean and non-negative variance, s^2_{i,t}. Testing homogeneity across units is equivalent to testing the null hypothesis H_0: s^2_{i,t} = 0,...