Stata's matrix language, Mata, highlighted in Bill Gould's Mata Matters columns in the Stata Journal, is very useful and powerful in its interactive mode. Stata users who write do-files or ado-files should gain an understanding of the Stata-Mata interface: how Mata may be called upon to do one...

Literature on causal inference has emphasized the average causal effect, defined as the mean difference in potential outcomes under different treatment conditions. We consider marginal regression models that describe how causal effects vary in relation to covariates. To estimate parameters, we...

The quaids ado files written by Brian Poi provide a good template for constructing alternative ado files for maximum likelihood estimation of demand systems. I describe how I used the template to construct ado files to estimate a five commodity almost ideal demand system with demographic...

The “fallacies of the wrong level” (e.g., ecological fallacy) are a concern in much of social-science research. When appropriate data are available, researchers frequently use intra-class correlations or ANOVAs to decide whether to use individual-level data or whether to aggregate and...

I will present and discuss the development of the large software project ADePT, which combines the computation kernel of Stata and the user interface written in C#. ADePT is a software platform for applied economic analysis. It is used widely in the World Bank and in many research institutions...

Stata provides a fairly extensive set of graphs. However sometimes users need to implement custom graphs, which are not yet available. In some cases it is possible to “tweak” a standard graph so that it results in the desired image; in other cases it is not possible. Stata uses complex system...

Genetic association studies often explore the relationship between diseases and collections of contiguous genetic markers located on the same chromosome known as haplotypes. Haplotypes are usually not observed directly but are inferred statistically using a variety of algorithms. One of the most...

The Gini coefficient is widely used to measure inequality in the distribution of income, consumption, and other welfare proxies. Decomposing this measure can help you understand the determinants of inequality. In this presentation, I will use income data from Mexico to illustrate a user-written...

Reproducible research is one of many names for the same concept: writing one report document that contains both the report and the commands from a statistical or programming language needed to produce the results and graphics contained in the report. It is called reproducible research because...

I discuss two applications of the vec commands in this presentation. First, I use the cointegrating VAR approach discussed in Garrat et al. (2006, Global and National Macroeconometric Modelling: A Long-run Structural Approach) to fit a vector-error correction model. In contrast with the...