Data Management, Regression, Panel Data Analysis & Research Output using Stata
Date: Location: Course duration: Software: Level: Delivered by: Course Code:	4-6 September 2013 New York City, NY, USA 3-days Stata Intermediate Prof. João Cerejeira, Universidade do Minho & Miguel Portela, Universidade do Minho ST-65-USA

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Course overview

Timberlake invites you to attend the following two day course to be held in New York City.

This 3-day course will focus on various applications of Stata, including:

• Organising 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

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Agenda

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

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Who should attend

The course is designed for academic staff, including master/PhD students, with basic knowledge on statistics & econometrics and Stata who deal with different types of data and projects in their day-to-day work. The course is also of interest to non-academic staff with interest in data analysis with an econometric perspective.

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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):

Commercial / Government	$2100.00
Academic / Non-profit research	$1575.00
Student registrations	$825.00

• A 20% discount is applied to early registrations (registrations made more than 6 weeks in advance of the course start date)
• All costs exclude local taxes, where applicable
• Late Registrations: Registrations made within 6-weeks before the start of the course
• 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, refreshments and the use of computers (please advise us if you have any dietary requirements)

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

If you need assistance in locating hotel accommodation in the region, please notify us at at the time of booking.

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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

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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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, K. (2006). An Introduction to Modern Econometrics using Stata, Stata Press
• Cameron, A. C. and Trivedi, P. K. (2010). Microeconometrics using Stata, Revised Edition, Stata Press.
• Wooldridge, J. (2010). Econometric Analysis of Cross Section and Panel Data, 2nd Ed., MIT Press.
• Verbeek, M. (2012). A Guide to Modern Econometrics, 4th Ed., Wiley.

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