STATA Resources
ECOE 60303: Econometrics II (Graduate)
Below is an introduction to STATA that accompanies this class. The tutorial is designed to be interactive where you type along with the worksheet.� Please download and print the tutorial, find a computer with STATA, then start
Introduction to STATA tutorial (in pdf format)
Programs and data sets to accompany the tutorial
cps87.xls Excel data set with raw data
cps87.csv the same data set but in csv (comma delimited format)
cps87.dta STATA data set
cps87.do STATA program that generates all the results in the tutorial
cps87.log Results from cps87.do
Sample STATA programs, data, and output
| Topic |
STATA Program |
STATA data set |
Output |
| Fixed/random effects |
psid1.do |
psid1.dta |
psid1.log |
| Diff-in-diff Acemoglu and Angrist |
ada_jpe.do |
ada_jpe.dta |
ada_jpe.log |
| Kloeck/Moulton problem |
hsb_subset.do |
hsb_subset.dat |
hsb_subset.log |
| Simple bootstrap program |
bootstrap_example.do |
cps87.dta |
bootstrap_example.log |
| Wild bootstrap t program |
wild_bs_example.do |
wild_bs_example.do |
carton_sales_taxes.dta |
| RD design, replicate Card et al |
card_et_al.do |
card_et_al.dta |
card_et_al.log |
| 2SLS, replicate Angrist/Krueger, QJE |
qob1.do |
qob1.dta |
qob1.log |
| 2SLS, replicate Evans and Angrist, AER |
pums80.do |
pums80.dta |
pums80.log |
| Probit/logit, Evans, Farrelly, Montgomery, AER |
workplace1.do |
workplace1.dta |
workplace1.log |
| Odds/ratio in logit smoking/low birth weig |
natal95.do |
natal95.dta |
natal95.log |
| Ordered probit, Self reported health status |
sr_health_status.do |
sr_health_status.dta |
sr_health_status.log |
| Multinomial logit |
job_training.do |
job_training.dta |
job_training.log |
| Conditional logit |
travel_choice.do |
travel_choice.dta |
travel_choice.log |
| Count data models, Doctor visits |
drvisits.do |
drvisits.dta |
drvisits.log |
| Conditional Poisson and NB fixed-effect models |
helmet_law_data.do |
helmet_law_data.dta |
helmet_law_data.log |
| Tobit models, Censored wages in CPS |
tobit.do |
tobit.dta |
tobit.log |
| Heckman sample selection model |
missing_data.do |
missing_data.dta |
missing_data.log |
| Mismeasured treatment |
jtpa_treatment.do |
jtpa_treatment.dta |
jtpa_treatment.log |
| Duration data
SES and mortality |
nlms_data.do |
nlms_data.dta |
nlms_data.log |
| Inverse probability weighting (propensity score matching) |
matching1.do |
workplace1.dta |
matching1.log |
Sample Matlab programs
