Stata 11 has a new command, gmm, for estimating parameters by the generalized method of moments (GMM). gmm can estimate the parameters of linear and nonlinear models for cross-sectional, panel, and time-series data. In this presentation, I provide an introduction to GMM and to the gmm command.

In this talk, I will provide a quick introduction to estimators for the parameters of spatial-autoregressive models and a quick introduction to a suite of user-written Stata commands for managing spatial data and parameter estimation.

Stata 11 has the new command gmm for estimating parameters by generalized method of moments (GMM). gmm can estimate the parameters of linear and nonlinear models for cross-sectional, panel, and time-series data. In this presentation, I provide an introduction to GMM and to the gmm command

In this talk, I will review dynamic panel-data analysis and how to perform it using Stata. I also cover static models with predetermined variables. For each model discussed, I review the econometrics and then show how to perform the estimation using Stata.

Many researchers need to estimate panel data models in which either the idiosyncratic term is autocorrelated or the model includes a lagged dependent variable. This talk will review some of the estimation and inference methods that have appeared in the econometric literature to deal with these...

This paper presents an implementation of matching estimators for average treatment effects in Stata. The nnmatch command allows you to estimate the average effect for all units or only for the treated or control units; to choose the number of matches; to specify the distance metric; to select a...

Data on twins or on other types of family structures (for example, nuclear families, siblings, cousins) can be used to estimate the proportion of variability in observed traits (or phenotypes) that is due to genes. The models are essentially multivariate regression models with residual...

In the context of his research on perceptual agreement, Cees van der Eijk (2001, Quality & Quantity: 35, 325–341) indicates that empirical measures that resort to the standard deviation of the response distribution capture not only consensus but also skewedness. Thus they are inappropriate...

In this talk, I will discuss some techniques available in Stata for analyzing dependent variables that are proportions. I will discuss four programs: betafit, glm, dirifit, and fmlogit. The first two deal with situations where we want to explain only one proportion, while the latter two deal...

Fixed-effects regression is considered a powerful method for estimating causal effects with survey data. However, in the linear model, the conventional technique of time-demeaning does not yield consistent estimates of the parameters when unobserved heterogeneity is not time-constant. Jeffrey M....