We propose an estimator for models in which an endogenous dichotomous treatment affects a count outcome in the presence of either sample selection or endogenous participation using maximum simulated likelihood. We allow for the treatment to have an effect on both the participation or the sample...

When I first met Stata in October 2000, my golf handicap was 27 and my game was going nowhere slowly. Ten years of intensive Stata therapy later, my handicap is 17.3 and falling. It would, of course, be nonsense to infer from this data that lowering your handicap increases Stata use, but could...

I present the new Stata 12 command, mi impute chained, to perform multivariate imputation using chained equations (ICE), also known as sequential regression imputation. ICE is a flexible imputation technique for imputing various types of data. The variable-by-variable specification of ICE allows...

Functions in Stata range between those you know you want and those you don't know you need. The word "functions" is heavily overloaded in Stata; here the focus is on functions' strict sense, _variables, extended macro functions, and egen functions. Often Stata users in difficulty are seeking...

Background: Random effects are commonly modeled in multilevel, longitudinal, and latent-variable settings. Rather than estimating fixed effects for specific clusters of data, "predictions" can be made as the mode or mean of posterior distributions that arise as the product of the random effect...

Modern genetic genome-wide association studies typically rely on single nucleotide polymorphism (SNP) chip technology to determine hundreds of thousands of genotypes for an individual sample. Once these genotypes are ascertained, each SNP alone or in combination is tested for association...

Splines, including polynomials, are traditionally used to model nonlinear relationships involving continuous predictors. However, when they are included in linear models (or generalized linear models), the estimated parameters for polynomials are not easy for nonmathematicians to understand, and...

Multiple imputation is increasingly regarded as the standard method to account for partially observed data, but most methods have been based on cross-sectional imputation algorithms. Recently, a new multiple-imputation method, the two fold fully conditional specification (FCS) method, was...

The joint modeling of longitudinal and time-to-event data has exploded in the methodological literature in the past decade; however, the availability of software to implement the methods lags behind. The most common form of joint model assumes that the association between the survival and longitudinal...

We will discuss SEM (structural equation modeling), not from the perspective of the models for which it is most often used--measurement models, confirmatory factor analysis, and the like--but from the perspective of how it can extend other estimators. From a wide range of choices, we will focus...