## Programming

Random Variables

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

3 ways to write a probit command

Linear models with heteroskedastic errors

ML and initial values

Programs

Simulation Tools

Programming

Return Text

Stata Syntax Command's Syntax

## Data Management

Data Organization

Pre and Post Test Data Merge/Append
Data Imputation

Data Powertools- Increasing your workload Efficiency

## Econometrics

Probability

Seemingly Unrelated Regression - with Correlated Errors

R-squared

Multivariate Least Squares - Multi-Step Estimator and Correlated Explanatory Variables

R-squared

Multivariate Least Squares - Multi-Step Estimator and Correlated Explanatory Variables

Unobserved Effect Models

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 VariablesRandom 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

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

Average Partial Effects

Probit vs Logit

Simulating Multinomial logit in Stata

Non-linear least squares

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

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

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

Dynamic Simulations:

Dynamic Simulations:

## 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

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

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

Nested functions in R and Stata

Stata is to Accounting as R is to Tetris

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.

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