This paper is an introduction to Stata with econometrics in mind. One aim of the proposed methodology is the keeping of appropriate records so that results can be easily replicated. These records should meet the requirements of management and internal audit functions in policy making bodies and...

We review the Stata statistical package and evaluate its suitability for applied research.

Chapter 1. An Introduction to the Econometrics of Program Evaluation -- Chapter 2. Methods Based on Selection on Observables -- Chapter 3. Methods Based on Selection on Unobservables -- Chapter 4. Local Average Treatment Effect and Regression-Discontinuity-Design -- Chapter 5....

In non-linear regression models, such as the heteroskedastic probit model, coefficients cannot be interpreted as marginal effects. Marginal effects can be computed as a non-linear combination of the regression coefficients. Standard errors of the marginal effects needed for inference and...

In non-linear regression models, such as the probit model, coefficients cannot be interpreted as marginal effects. The marginal effects are usually non-linear combinations of all regressors and regression coefficients of the model. This paper derives the marginal effects in a probit model with a...

In empirical studies it often happens that some variables for some units are far away from the other observations in the sample. These extreme observations, or outliers, often have a large impact on the results of statistical analyses - conclusions based on a sample with and without these units...

This paper provides an introduction to the main types of graph in Stata that economics students might need. It covers univariate discrete and continuous variables, bivariate distributions, some simple time plots and methods of visualising the output from estimating models. It shows a small...