Roodman (Stata Journal, 2011) introduced the program cmp for using maximum likelihood to fit multiequation combinations of Gaussian-based models such as tobit, probit, ordered probit, multinomial probit, interval censoring, and continuous linear. This presentation describes substantial...

Biographical data gathered in surveys is often stored in spell format, allowing for overlaps between spell states. This gives useful information to researchers but leaves them with a very complex data structure, which is not easy to handle. I present my work on the ado-package newspell. It...

When one estimates discrete choice models, the mixed logit approach is commonly superior to simple conditional logit setups. Mixed logit models not only allow the researcher to implement difficult random components but also overcome the restrictive IIA assumption. Despite these theoretical...

Econometricians have begun to devote more attention to spatial interactions when carrying out applied econometric studies. The new command we are presenting, xsmle, fits fixed- and random-effects spatial models for balanced panel data for a wide range of specifications: the spatial...

This paper develops an implementation method of a simulated multivariate random-effects probit model for unbalanced panels, illustrating it by using artificial data. By mdraws, generated Halton draws are used to simulate multivariate normal probabilities with the command mvnp(). The estimator...

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...