*Stata*

Programming

Basics

  commenting

  wildcards

  forvalues

  foreach

  macros 1
  macros 2

  capture

  predict

  return

  logical operators

  If statements and relational operators

  7 ways to Speed up your do files
  Formatting Guide

Random Variables

  A note on generating random numbers

  Generating 'random' variables drawn from any distribution

  Drawing jointly distributed non-normal random variables

  Generate rank correlated variables
  Draw Multinomial Random Variables

Mata

  Matrix operations in Mata

  Mata speed gains over Stata

  Write your own System OLS in Mata
  Mata: program your own IV Estimator

Maximum Likelihood (write your own commands)

  Quantile regression
  3 ways to write a probit command
  Linear models with heteroskedastic errors
  ML and initial values

Programs

  all missing in SPSS to Stata missing
  capture_retry

  Remove a subset from a global - Stata

  Recursive programming in Stata
  Inverting a Binomial Distribution in Stata - harder than it sounds

Simulation Tools

  bootstrapped draws - merge method

  bootstrapped draws - expand method

  asim command
  msimulate command

Programming
  Return Text
  Stata Syntax Command's Syntax

Data Management

Data Organization

  Three ways to Create Unique Identifiers
  Use Expand to Manually Reshape Data

  Pre and Post Test Data Merge/Append

  Moving Averages & Data Cleaning

Data Imputation

  Hot Decking!

Data Powertools- Increasing your workload Efficiency

  Easy recode all missing SPSS or SAS into Stata

  Turn factor variables into a list of dummy variables

  3 Ways of Loading SPSS (sav) files into Stata

  Stata Fuzzy match command

  Search all of the data in a directory for a variable

Econometrics

Probability

  Central Limit Theorem

  Independence and Bayes Rule

  Jensen's inequality

  The Delta Method

  Law of Iterative Expectations/Law of Total Expectations

  t-tests and F-tests and rejection rates
  A note on correlated variables

  Write your own bootstrap command

  Survival Rates and Negative Binomial

  The Problem with Probabilities I - how many rolls does it take to get a 1?

  The Problem with Probabilities II - Monte Hall's Problem

  The Problem with Probabilities III - Settlers of Catan - probability of bandit attack
  The Delta method to estimate standard errors from a non-linear transformation

Classical Problems  

  OLS w Correlation between x and u

  The problem of near multicollinearity

  The randomly walking currency market

  Selection and Bias

  Linear models with heteroskedastic errors

  Calculating Mutually Exclusive Fixed Effects

  Test Rejection Power for Failure of Normality Assumption

  Modeling Heteroskedasticity
  Measurement Error
  Model Selection Tests

  Efficiency of LAD vs OLS

  Checking for differences in estimates by group
  Chamberlain Mundlak Device and the CLuster Robust Hausman Test
  Endogenous Binary Regressors
  Regression with Endogenous Explanatory Variables
  Potential IV Challenges even with RCTs

System Ordinary Least Squares

  Write your own System OLS in Mata

  Seemingly Unrelated Regression - with Correlated Errors
  R-squared
  Multivariate Least Squares - Multi-Step Estimator and Correlated Explanatory Variables

Unobserved Effect Models

  Unobserved fixed effects model

  Unobserved effects model - extensions

  A brief look at fe vs re

  Robust Hausman Test

  Robust Hausman Test Fail?
  Interpreting the Control Function Coefficient

Correlated Random Coefficients

  Average Treatement Effects and Correlated Random Coefficients
  Random Coefficients with IFGLS and MLE

Random Coefficients
  HLM comparison with OLS - 2 levels, random coefficient on constant
  Hierarchical linear modelling
  Choosing an appropriate level of analysis

Instrumental Variables
  Many Forms of Instrumental Variables
  The Weak Instrument Problem
  Testing the Rank Condition of IV Estimators
  2SQreg IVqreg Cfqreg - zombies

Censored Regression
  Dependent variable is bottom coded
  Asymmetric Error with Right and Left Sensoring
  Tobit Normality Assumption Fail - Tobit Still Works
  Cragg's Double hurdle model used to explain censoring

Quantile Regression
  Program your own quantile regression v1 - Maximum Likelihood
  Quantile Regression Fail
  Oh wait! Quantile regression wins!
  2SQreg IVqreg Cfqreg - zombies
  Quantile Regression (qreg) is invariant to non-decreasing transformations

Random Coefficients
  Estimating Random Coefficients on X (using xtmixed)
  Estimating Random Coefficients on X (using NormalReg -preferred)

  Estimating Random Coefficients in a panel data

Binary Response Models

  Reverse Engineering a Probit

  Average Partial Effects
  Probit vs Logit
  Simulating Multinomial logit in Stata

Non-linear least squares

  Non-Linear Least Squares (M-estimation)
  R vs Stata Non-linear least squares!
  Power Analysis with Non-Linear Least Squares: A Simulation Approach

Simultaneous Equations
  Demand Simulation and Estimation

Bootstrapping
  Write your own estimator and bootstrap the standard errors
  Write your own bootstrap command
  Stata - Write your own "fast" bootstrap
  Bootstrapping Percentile Count Vs. Standard Error Approximation

Regression Discontinuity
  Sharp Regression Discontinuity Example and Limitations
  Non-Parametric Regression Discontinuity

Non-random Selection

  Inverse Probability Weighting to Correct for Sample Selection/Missing Data

My Own Tools (No Theory Backing Them)
  Breaking down R2 by variable
  Sticky Probit - clustered bootstrapped standard errors
  Non-Parametric PDF Fit Test
  Test of PDF Fit - Does not work

Power Analysis
  Power Analysis with Non-Linear Least Squares: A Simulation Approach

Micro Simulations:
  Selection Bias in the use of Fertilizer
  Estimating Supply

  Demand Simulation and Estimation

  Estimating demand (AIDS model)

  Misspecified Cobb Douglas Demand Model

  Production Possibility Frontier: Simulation & Estimation
  Commodity Demand Estimation - Fish Demand

Logistic Regression
  Logistic or Logit or doesn't matter
  Simulating Multinomial Logit

Path Analysis
  Path Analysis

Miscellaneous Topics

Special Topics

  Value-added modelling iPad example

  Estimating VAMs Value Added Methods (models)

  Social network analysis simulation - contagious depression

  2012 Election! Simulation and predictions. Obama wins 91% of simulated outcomes

Dynamic Simulations:

  Spatial malaria epidemiology infection model

  Zombie Invasion - spatial multi-agent system simulation
  Werewolf attack - spatial multi-agent system basic artificial intelligence

Exporting Results for Publication
  Creating Professional Tables Using Estpost
  Professional Post Estimation Tables Using Estout

Psychometrics

Classical Methods

  Cronbach's alpha
  The True Test Score World
  Relating Classics Test Theory Parameters to IRT Parameters
  Strictly Parallel Tests Classical Test Theory Results

R & Stata Bridge

Commands in Stata and R
  7 commands in R & Stata

  R vs Stata Non-linear least squares!
  Nested functions in R and Stata
  Stata is to Accounting as R is to Tetris