*Stata*

Programming

Basics
Maximum Likelihood (write your own commands)
  vlook
  Moving Averages & Data Cleaning

Data Imputation

Unobserved Effect Models
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)

Binary Response Models

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

Miscellaneous Topics

Special Topics
  Value-added modelling iPad example

1 comment:

  1. Hi, I have a question. I want to see the biasedness of beta when I omit an intercept in regression.How do I make the simulation model? If you know that, plz let me know how to make this.

    ReplyDelete