We have developed a set of ado-files for use in data management, specifically designed to manage user-written edit checks and to complement the process of data cleaning. Collectively, these tools enable us to identify, distribute, and track edit-checks in several large multi-center clinical...

After a short review of the development of the BIC (Jeffery, Schwartz). Its extension by Raftery for statistical signficance (implemented as -bic-) and a further, simpler routine (-bicdrop1-) will be discussed as preventative methods to avoid making incorrect inference decisions and also as...

I review existing literature on weak instruments (possibly with multiple endogenous variables), and the research in progress by Jim Stock and others. I demonstrate the use of tests for weak instruments, and present a new graphical technique for presenting coefficient estimates that allows for...

I will describe a number of time series filtering techniques, including the Hodrick-Prescott, Baxter-King and bandpass filters and variants, and present new Mata-coded versions of these routines which are considerably more efficient than previous ado-code routines. Applications to an economic...

This presentation examines methods for interpreting regression models for categorical outcomes using predicted values. The talk begins with a simple example using basic commands in Stata. It builds on this example to show how more advanced programming features in Stata along with commands in...

This paper presents a Stata program ("sensatt") that implements the sensitivity analysis for propensity-score matching estimators proposed by Ichino, Mealli and Nannicini (2005). The proposed analysis builds on Rosenbaum and Rubin (1983) and Rosenbaum (1987), and simulates a potential confounder...

xtabond2 may hold the record among user-written Stata modules for the most confused users (and perhaps the most-confused too). In this presentation, I motivate and describe, in pedagogic fashion, the Arellano-Bond and Blundell-Bond linear GMM dynamic panel estimators, drawing lessons from a...

I will give a brief overview of modern statistical methods for estimating treatment effects that have recently become popular in social and biomedical sciences. These methods are based on the potential outcome framework developed by Donald Rubin. The specific methods discussed include regression...

In many applications of conditional logit models the choice set and the characteristics of that set are identical for groups of decision makers. In that case is possible to obtain a more computationally efficient estimation of the model by grouping the data and employing a new user-written...

I will present a set of routines to conduct a one-factor confirmatory factor analysis in Stata. The use of Mata in programming will be highlighted. Corrections for non-normality, as common in the structural equation modeling literature, will be demonstrated. Indications for further development...