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New York USA » Mar 2015 » Stata » Microeconomics » Panel Methods » Bookmark and Share

Regression Analysis Using Stata (II)

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4-6 March 2015
Manhattan GMAT Center Location
138 West 25th St. (b/w 6th & 7th Ave)
New York, NY 10001 (View map)
3-days
Stata
Econometrics & Statistics, Microeconomics, Panel Methods
Dr. George Naufal, Timberlake Consultants (View profile)
ST-65-USA
  Stata  Stata 13    Timberlake Consultants | Statistics | Econometrics | Forecasting
Overview Agenda Prerequisites Testimonials Prices Registration Terms & Conditions  

Overview

Timberlake Consultants invite you to attend the following three-day course to be held in New York City on 4-6 March 2015.

This course will focus on various applications of Stata 13, including:

  • Organizing and handling data;
  • Data analysis;
  • Linear regression: OLS and GLS;
  • Causal inference with Stata: differences-in-differences and instrumental variables;
  • Producing analysis output: graphs and tables.

The course is designed for academic staff, including master/PhD students, who have a basic knowledge of statistics/econometrics and/or Stata; and those who deal with different types of data and projects in their day-to-day work. The course will also be of interest to non-academic participants who apply data analysis from an econometric perspective.

 

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Agenda

Learning Ratio

  • 50% Theory, 25% Practical and 25% Demonstration.

Day 1

Sessions 1 & 2: Organizing and Handling Data

  • Key issues about Stata;
  • The grammar of Stata;
  • Organizing and handling data.

Session 3: Data Analysis

  • Summary output tables;
  • Graphs.

Session 4, Part I: Regression - OLS

  • Computing linear regression estimates;
  • Sampling distribution of regression estimates;
  • Presenting regression estimates;
  • Hypothesis tests;
  • Specification issues: graphically analyzing regression data;
  • Interaction terms and marginal effects.

Session 4, Part II: Regression - GLS

  • Heteroskedasticity: causes and test;
  • The robust estimator of the VCE;
  • The GLS and FGLS estimator.

Day 2

Session 5, Part I: Causal inference - Introduction

  • Defining causality;
  • Regression and causality.

Session 5, Part II: Causal inference - Instrumental Variables Methods

  • Conditions for instrument validity;
  • 2SLS (Two stage least squares method);
  • The Problem of Weak Instruments;
  • Testing overidentification restrictions.

Session 6: Selection models

  • Tobit model;
  • Self-selection models.

Session 7: Causal Inference with Panel Data

  • Differences-in-Differences;
  • Fixed effect model.

Session 8: Causal Inference with Panel Data (cont.)

  • Random effects model;
  • Specification tests.

Day 3

Session 9: Panel data models (cont.)

  • Practical example.

Sessions 10 & 11: Dynamic Panel Data Models

  • Generalized method of moments (GMM);
  • Dynamic panel data: Arellano & Bond type of estimation;
  • Issues with the use of instruments in first-differences;
  • System GMM estimation.

Session 12: Producing analysis output

  • Graphs and regression tables from Stata to Word and Tex.

References

  • Angrist, J., and Pischke, J.-S., (2008). Mostly Harmless Econometrics: An Empiricists Companion, Princeton University Press.
  • Arellano, M., (2003). Panel Data Econometrics Advanced Texts in Econometrics, Oxford University Press.
  • Baum, C. F., (2006). An Introduction to Modern Econometrics using Stata, Stata Press.
    (Available in the Timberlake Bookshop)
  • Cameron, A. C., and Trivedi, P. K., (2010). Microeconometrics using Stata, Revised Edition, Stata Press.
    (Available in the Timberlake Bookshop)
  • Wooldridge, J., (2010). Econometric Analysis of Cross Section and Panel Data, Second Edition, MIT Press.
  • Verbeek, M., (2012). A Guide to Modern Econometrics, Fourth Edition, Wiley.

 

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Prerequisites

Basic knowledge of statistics and regression analysis. No previous experience with Stata is required.

 

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Prices

Cost (per participant):

Registration type Price
Commercial / Government $2,175.00
Academic / Non-profit research $1,695.00
Student registrations $735.00
Click here for Pricing FAQs »
  • All costs exclude local taxes, where applicable.
  • Student registrations: Attendees must provide proof of full time student status at the time of booking to qualify for student registration rate (valid student ID card or authorised letter of enrollment).
  • Additional discounts are available for multiple registrations.
  • Cost includes course materials, lunch and refreshments.
  • If you need assistance in locating hotel accommodation in the region, please notify us at the time of booking.

The number of delegates is restricted. Please register early to guarantee your place.

 

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Registration

We welcome delegates to find out more and register for the course by contacting our sales and training team either by email: info@timberlake-consultancy.com, phone: +1 908 686 1251 or by filling out an online registration form.

 

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Terms & Conditions

For full Training Courses Terms & Conditions please click here.

Payment of course fees required prior to the course start date.

Registration closes 5-calendar days prior to the start of the course.

  • 100% fee returned for cancellations made over 28-calendar days prior to start of the course.
  • 50% fee returned for cancellations made 14-calendar days prior to the start of the course.
  • No fee returned for cancellations made less than 14-calendar days prior to the start of the course.



 

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Last modified: 2014-12-12 12:58:47
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Union, NJ 07083-7905, USA

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