Showing 1 - 10 of 13
Special problems arise when trying to do causal inference for binary regression with observational data; we will examine some of these problems and critically examine several common and not-so-common solutions.
Persistent link: https://www.econbiz.de/10009188285
Although cluster–robust standard errors are now recognized as essential in a panel-data context, official Stata only supports clusters that are nested within panels. This rules out the possibility of defining clusters in the time dimension, and modeling contemporaneous dependence of panel...
Persistent link: https://www.econbiz.de/10009189398
Many estimation problems focus on classification of cases (into bins) with tools that aim to identify cases using only a small subset of all possible questions. These tools can be used in diagnoses of disease, identification of advanced or failing students using tests, or classification into...
Persistent link: https://www.econbiz.de/10010888635
Various measures of mobility using panel data are reviewed, with applications to measuring economic or social mobility in survey data. A variety of approaches are demonstrated.
Persistent link: https://www.econbiz.de/10010888640
In this presentation, I update Nichols and Schaffer's 2007 UK Stata Users Group talk on clustered standard errors. Although cluster-robust standard errors are now recognized as essential in a panel-data context, official Stata only supports clusters that are nested within panels. This...
Persistent link: https://www.econbiz.de/10008642125
This overview of implementing quasi-experimental methods of estimating causal impacts (panel methods, matching estimators, instrumental variables, and regression discontinuity) emphasizes practical considerations and Stata-specific approaches. I pay particular attention to the regression...
Persistent link: https://www.econbiz.de/10005007881
In this presentation, I provide a brief overview of quasiexperimental methods of estimating causal impacts using Stata: panel data, matching and reweighting, instrumental variables, and regression discontinuity designs, emphasizing practical considerations. I pay particular attention to the...
Persistent link: https://www.econbiz.de/10005009800
This presentation updates Nichols and Schaffer's 2007 UKSUG talk on clustered standard errors. Although cluster-robust standard errors are now recognized as essential in a panel data context, official Stata only supports clusters that are nested within panels. This rules out the possibility of...
Persistent link: https://www.econbiz.de/10008487865
Several options for estimation and prediction in regressions using nonnegative skewed dependent variables are compared. Often, Poisson regression outperforms competitors, even when its assumptions are violated and the correct model is one that justifies a competitor.
Persistent link: https://www.econbiz.de/10008487875
A brief survey of clustered errors, focusing on estimating cluster–robust standard errors: when and why to use the cluster option (nearly always in panel regressions), and implications. Additional topics may include using svyset to specify clustering, multidimensional clustering, clustering in...
Persistent link: https://www.econbiz.de/10005027897