This talk will discuss the use of Stata version 8 for teaching, in the context of working with large survey data sets. The range of estimation techniques discussed will include binary response models, discrete choice models, censored dependent variables and sample selection - all in applied...

In the presence of more readily available panel data the question arises whether standard decomposition techniques can be applied in the same spirit as in cross-section data. Monte Carlo studies show that employing a simple decomposition into explained and unexplained parts in the presence of...

This paper introduces the dhurdle command for Stata, a maximum-likelihood routine ( d2) to estimate the Cragg double hurdle model with either independent or dependent errors. We give a brief description of the procedure and its application to durable goods consumption and market participation...

A diagnostic test is used typically because it is cheaper, quicker or less invasive than the reference standard, but may not be as reliable. Diagnostic tests are evaluated against a reference standard (sometimes called "Gold Standard"), regarded as completely accurate. Commands diagt and diagti...

At the Research Data Centre of the BA at the IAB, researchers can send in Stata programs to be processed there with the log files sent back to them after a disclosure limitation review. This method of data access is called remote data access and the reason we do this is data confidentiality....

It is generally advised that imputation models contain as many “predictor” variables as possible, since the greater the number of variables the greater the amount of information from which to make estimations (van Buuren, Boshuizen & Knook 1999). Ideally, an imputation model might contain...

Ordered logit/probit models are among the most popular ordinal regression techniques. However, these models often have serious problems. The proportional odds/parallel lines assumptions made by these methods are often violated. Further, because of the way these models are identified, they have...

Statisticians make their living mostly by producing confidence intervals and p-values. However, those supplied in the Stata log are not in any fit state to be delivered to the end user, who usually at least wants them tabulated and formatted, and may appreciate them even more if they are plotted...

It is commonplace to compute various flavours of residual and predicted values after fitting many different kinds of model. Official Stata supplies as built-ins a bundle of commands originally written for use after regress: avplot, avplots, cprplot, acprplot, lvr2plot, rvfplot and rvpplot. These...

In recent years non-parametric density estimation has been extensively employed in several fields as a powerful descriptive tool, which is far more informative and robust than histograms. Moreover, the increased computation power of modern computers has made non-parametric density estimation a...