Microeconometrics using Stata

Select an Action

Title:

Author:

Cameron, Adrian Colin.

ISBN:

9781597180733

Personal Author:

Cameron, Adrian Colin.

Edition:

Rev. ed.

Publication Information:

College Station, Tex. : Stata Press, c2010.

Physical Description:

xlii, 706 p. : ill. ; 24 cm.

General Note:

Previous ed.: 2009.

Contents:

1. Stata basics -- 2. Data management and graphics -- 3. Linear regression basics -- 4. Simulation -- 5. GLS regression -- 6. Linear instrumental-variables regression -- 7. Quantile regression -- 8. Linear panel-data models: basics -- 9. Linear panel-data models: extensions -- 10. Nonlinear regression methods -- 11. Nonlinear optimization methods -- 12. Testing methods -- 13. Bootstrap methods -- 14. Binary outcome models -- 15. Multinominal models -- 16. Tobit and selection methods -- 17. Count-data models -- 18. Nonlinear panel models.

Title Subject:

Stata

Subject Term:

Microeconomics -- Econometric models.

Econometrics -- Computer programs.

Added Author:

Trivedi, P. K.

Copies:

Available:*

Library	Material Type	Item Barcode	Shelf Number	Copy	Status
Searching... 1:IIEMSA	1:GEN-BOOK	33168025566734	338.5015195 C182M 2010	1	Searching... Unknown

Bound With These Titles

On Order

Summary

A complete and up-to-date survey of microeconometric methods available in Stata, Microeconometrics Using Stata, Revised Editionis an outstanding introduction to microeconometrics and how to execute microeconometric research using Stata. It covers topics left out of most microeconometrics textbooks and omitted from basic introductions to Stata.

This revised edition has been updated to reflect the new features available in Stata 11 that are useful to microeconomists. Instead of using mfx and the user-written margeff commands, the authors employ the new margins command, emphasizing both marginal effects at the means and average marginal effects. They also replace the xi command with factor variables, which allow you to specify indicator variables and interaction effects. Along with several new examples, this edition presents the new gmm command for generalized method of moments and nonlinear instrumental-variables estimation. In addition, the chapter on maximum likelihood estimation incorporates enhancements made to ml in Stata 11.

Throughout the book, the authors use simulation methods to illustrate features of the estimators and tests described and provide an in-depth Stata example for each topic discussed. They also show how to use Stata's programming features to implement methods for which Stata does not have a specific command. The unique combination of topics, intuitive introductions to methods, and detailed illustrations of Stata examples make this book an invaluable, hands-on addition to the library of anyone who uses microeconometric methods.