Dong and Lewbel have developed the theory of simple estimators for binary choice models with endogenous or mismeasured regressors, depending on a “special regressor” as defined by Lewbel (Journal of Econometrics, 2000). These estimators can be used with limited, censored, continuous, or...

In this talk, I aim to discuss tools to compare the observed distribution of a variable with the theoretical distribution assumed by a model. In particular, I will focus on the situation where a model assumes a certain distribution for the explained/dependent/y variable and one or more...

Roodman (Stata Journal, 2011) introduced the program cmp for using maximum likelihood to fit multiequation combinations of Gaussian-based models such as tobit, probit, ordered probit, multinomial probit, interval censoring, and continuous linear. This presentation describes substantial...

Biographical data gathered in surveys is often stored in spell format, allowing for overlaps between spell states. This gives useful information to researchers but leaves them with a very complex data structure, which is not easy to handle. I present my work on the ado-package newspell. It...

When one estimates discrete choice models, the mixed logit approach is commonly superior to simple conditional logit setups. Mixed logit models not only allow the researcher to implement difficult random components but also overcome the restrictive IIA assumption. Despite these theoretical...

So-called non-parametric methods are in fact based on estimating and testing parameters, usually either rank parameters or spline parameters. Two comprehensive packages for estimating these are somersd (for rank parameters) and bspline (for spline parameters). Both of these estimate a wide range...

The avar routine (Baum and Schaffer, SSC) constructs the "filling" for a number of flavors of "sandwich" covariance matrix estimators, including HAC, one- and two-way clustering, common cross-panel autocorrelated errors, etc. We show how avar can be used as a building block to construct VCEs...

Simulation studies are conducted to assess novel and currently used methods in practice, to better assess and understand the frameworks under question. In survival analysis, we are interested in simulating both an event and a censoring distribution to better reflect clinical data. In this talk,...

Treatment changes in randomized trials are common: for example, in a trial evaluating psychotherapy, individuals allocated to psychotherapy may attend only partially or not at all; or in a trial evaluating a drug treatment, individuals allocated to no drug treatment may nevertheless receive the...

This presentation describes a Stata implementation of a space-filling location selection algorithm. The objective is to select a subset from a discrete list of locations so that the spatial coverage of the locations by the selected subset is optimized according to a geometric criterion. Such an...