Following in the footsteps of the Stata user-written command ivtreatreg, recently proposed by the author (Cerulli, 2012), the paper presents a new Stata routine— contreatreg—for estimating a Dose Response Treatment Model under continuous treatment endogeneity and heterogeneous...

Most of the microeconometrics studies are being based on the causal inference analysis. diff provides to the researcher an easy-to-use tool to perform the difference-in-differences estimation from a two-period panel dataset designed for an impact evaluation. It combines the conditional...

This presentation shows and applies a new user-written Stata command, enhancedeba, that facilitates the extreme bounds analysis (EBA) methodologies proposed by Leamer (1983, 1985) and Sala-i-Martin (1997). This command is useful for robustness checks and determining whether relationships between...

Applied scientists, especially public health scientists, frequently want to know how much good can be caused by a proposed intervention. For instance, they might want to estimate how much we could decrease the level of a disease, in a dream scenario where the whole world stopped smoking,...

Decomposition of the goodness of fit to (groups of) regressor variables can be a useful diagnostic tool to quickly assess “relative importanceâ€. Owen and Shapley values, two closely related solutional concepts in cooperative game theory, provide unique solutions to the decomposition...

We introduce a new integrate() function for Mata that evaluates single-dimensional integrals. This function uses three different Gaussian quadrature algorithms: Gauss–Hermite and Gauss–Laguerre for indefinite integrals; and Gauss–Legendre for definite integrals. The...

In the presence of competing risks, calculation of cumulative incidence should provide a more realistic assessment of the probabilities of the event of interest conditional on covariates than provided by either the Kaplan–Meier failure probabilities or the event probabilities predicted...

I present a new Stata command, simsam, that uses simulation to determine the sample size required to achieve given power for any method of analysis under any probability model that can be programmed in Stata (simsam assumes that code for generating a single dataset and analyzing it can be found...

How to plot (and summarize) univariate distributions is a staple of introductory data analysis. Graphical (and numerical) assessment of marginal and conditional distributions remains important for much statistical modeling. Research problems can easily evoke needs for many comparisons, across...

Much interest has been focused on animated graphical displays of data in recent years, although this mostly involves some expertise with specialized software and programming. There is a lack of simple tools for data analysts to use to produce animations. In this presentation, I will show how...