We develop FIML code for estimating a Poisson Count data model with lognormal unobserved heterogeneity and an endogenous dummy variable as proposed by Terza (1998). Gauss-Hermite quadrature is used for calculating the log-likelihood and a -ml d0- method is employed. We present an example and...

The talk illustrates a user-written command that extends the official kdensity to estimate density functions by the kernel method. The extensions are of two types. Firstly, the new command allows the use of an 'adaptive kernel' approach with varying, rather than fixed, bandwidths. Secondly,...

All doctors treating patients with Breast Cancer know which key variables indicate a good prognosis and which values decrease the chances of surviving. However because of complex interactions between the variables and survival doctors cannot give an individualized prognosis to a patient. The...

Missing imputation (MI) is a method to deal with missing at random (MAR) data. It is a Monte Carlo procedure where missing values are replaced by several (usually less than 10) simulated versions. It consists of three steps (Shafer, 1999): i. generation of the imputed values for the missing data;...

Most statistical data analysis, and thus most graphical data analysis, is directed towards modelling of relationships, but many statistical problems have a different flavour: their focus is comparison, and the key question is assessing agreement or disagreement between two or more data sets or...

A semi-nonparametric estimator is presented for a series of generalized models that nest the ordered probit model and thereby relax the distributional assumptions in that model. A new Stata command for the estimation of such models is presented. The approach is illustrated using examples.

This report summarises the 'wishes and grumbles' session from the Ninth UK Stata Users Group meeting.

We discuss instrumental variables (IV) estimation in the broader context of the generalized method of moments (GMM), and describe an extended IV estimation routine that provides GMM estimates as well as additional diagnostic tests. Stand-alone test procedures for heteroskedasticity,...

I will discuss my experience with Stata's ml method d2 when coding and estimator for a multi-state Markov transition model with unobserved heterogeneity. When analytical derivatives are available, programming a "d2" estimator is in principle straightforward and offers potentially huge rewards in...

The Office for National Statistics Longitudinal Study (ONS/LS) is a huge, well maintained, database of linked census records for 1% of the population of England and Wales. With the imminent addition of 2001 census records it provides longitudinal data o n nearly a million people over a 30-year...