Stata Useful Links PDF

Title	Stata Useful Links
Author	Frazer Tay
Course	Applied Econometrics
Institution	National University of Singapore
Pages	2
File Size	56.4 KB
File Type	PDF
Total Downloads	100
Total Views	153

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Summary

Useful website links for learning about the basics of STATA...

Description

1. Useful websites https://stats.idre.ucla.edu/stata/ http://www.princeton.edu/~otorres/Stata/ Always use ask for “help” from STATA, e.g. help regress

2. Examples -- Running Regressions: Youtube Examples: https://www.youtube.com/watch?v=Z66VkHs4oHo

-- Fixed effects: Youtube Examples: https://www.youtube.com/watch?v=H95BHswbT3w — Different ways to run fixed effects model: dummy variables, within estimator, firstdifferencing estimator — Commands xtset and xtreg

-- IV: Youtube Examples: https://www.youtube.com/watch?v=OzrNSlTg1dY — How to run 2SLS regressions: ivregress command — How to run 2SLS regressions manually: standard errors is wrong — How to test endogeneity: include residuals from the 1st stage to the structural equation https://www.youtube.com/watch?v=l7RN2A11fjk — How to run 2SLS regressions: ivreg command (outdated) — How to run 2SLS regressions manually: standard errors is wrong

-- DID: Youtube Examples:

https://www.youtube.com/watch?v=D9MIdcW_8xU — Difference between means test

-- RDD http://statadaily.com/2015/12/16/regression-discontinuity-design-in-stata-part-1/

-- Different Standard Errors: https://www.youtube.com/watch?v=MCSYF9eZY7M — Heteroskedasticity robust standard errors https://www.youtube.com/watch?v=FlZ_DeAVlQY — Clustering standard errors...