PDF Microeconometrics Using Stata Second Edition Volume II Nonlinear Models and Casual Inference Methods Adrian Colin Cameron P K Trivedi download
PDF Microeconometrics Using Stata Second Edition Volume II Nonlinear Models and Casual Inference Methods Adrian Colin Cameron P K Trivedi download
com
https://ebookmeta.com/product/microeconometrics-using-stata-
second-edition-volume-ii-nonlinear-models-and-casual-
inference-methods-adrian-colin-cameron-p-k-trivedi/
OR CLICK BUTTON
DOWNLOAD NOW
https://ebookmeta.com/product/inference-and-learning-from-data-
volume-2-inference-ali-h-sayed/
ebookmeta.com
https://ebookmeta.com/product/curves-and-cars-windsor-securities-
book-1-1st-edition-kat-baxter/
ebookmeta.com
Chicago Cookbook: Taste the Windy City with Easy Chicago
Recipes 2nd Edition Booksumo Press
https://ebookmeta.com/product/chicago-cookbook-taste-the-windy-city-
with-easy-chicago-recipes-2nd-edition-booksumo-press/
ebookmeta.com
https://ebookmeta.com/product/pci-dss-an-integrated-data-security-
standard-1st-edition-jim-seaman/
ebookmeta.com
https://ebookmeta.com/product/cambridge-igcse-chemistry-practical-
workbook-with-digital-access-5th-edition-strachan/
ebookmeta.com
https://ebookmeta.com/product/lonely-planet-mallorca-6th-edition-
laura-mcveigh/
ebookmeta.com
A Baby For The Navy SEAL Be My Baby 1st Edition Shaw Hart
https://ebookmeta.com/product/a-baby-for-the-navy-seal-be-my-baby-1st-
edition-shaw-hart/
ebookmeta.com
Microeconometrics Using Stata
Volume II: Nonlinear Models and
Causal
Inference Methods
Second Edition
A. COLIN CAMERON
Department of Economics
University of California, Davis, CA
and
School of Economics
University of Sydney, Sydney, Australia
PRAVIN K. TRIVEDI
School of Economics
University of Queensland, Brisbane, Australia
and
Department of Economics
Indiana University, Bloomington, IN
®
Typeset in LaTeX2e
10 9 8 7 6 5 4 3 2 1
Stata and Stata Press are registered trademarks with the World
Intellectual Property Organization of the United Nations.
effects
24.1 Introduction
24.2 Potential outcomes
24.3 Randomized control trials
24.4 Regression in an RCT
24.5 Treatment evaluation with exogenous treatment
24.6 Treatment evaluation methods and estimators
24.7 Stata commands for treatment evaluation
24.8 Oregon Health Insurance Experiment example
24.9 Treatment-effect estimates using the OHIE data
24.10 Multilevel treatment effects
24.11 Conditional quantile TEs
24.12 Additional resources
24.13 Exercises
25 Endogenous treatment effects
25.1 Introduction
25.2 Parametric methods for endogenous treatment
25.3 ERM commands for endogenous treatment
25.4 ET commands for binary endogenous treatment
25.5 The LATE estimator for heterogeneous effects
25.6 Difference-in-differences and synthetic control
25.7 Regression discontinuity design
25.8 Conditional quantile regression with endogenous regressors
25.9 Unconditional quantiles
25.10 Additional resources
25.11 Exercises
26 Spatial regression
26.1 Introduction
26.2 Overview of spatial regression models
26.3 Geospatial data
26.4 The spatial weighting matrix
26.5 OLS regression and test for spatial correlation
26.6 Spatial dependence in the error
26.7 Spatial autocorrelation regression models
26.8 Spatial instrumental variables
26.9 Spatial panel-data models
26.10 Additional resources
26.11 Exercises
27 Semiparametric regression
27.1 Introduction
27.2 Kernel regression
27.3 Series regression
27.4 Nonparametric single regressor example
27.5 Nonparametric multiple regressor example
27.6 Partial linear model
27.7 Single-index model
27.8 Generalized additive models
27.9 Additional resources
27.10 Exercises
28 Machine learning for prediction and inference
28.1 Introduction
28.2 Measuring the predictive ability of a model
28.3 Shrinkage estimators
28.4 Prediction using lasso, ridge, and elasticnet
28.5 Dimension reduction
28.6 Machine learning methods for prediction
28.7 Prediction application
28.8 Machine learning for inference in partial linear model
28.9 Machine learning for inference in other models
28.10 Additional resources
28.11 Exercises
29 Bayesian methods: Basics
29.1 Introduction
29.2 Bayesian introductory example
29.3 Bayesian methods overview
29.4 An i.i.d. example
29.5 Linear regression
29.6 A linear regression example
29.7 Modifying the MH algorithm
29.8 RE model
29.9 Bayesian model selection
29.10 Bayesian prediction
29.11 Probit example
29.12 Additional resources
29.13 Exercises
30 Bayesian methods: Markov chain Monte Carlo algorithms
30.1 Introduction
30.2 User-provided log likelihood
30.3 MH algorithm in Mata
30.4 Data augmentation and the Gibbs sampler in Mata
30.5 Multiple imputation
30.6 Multiple-imputation example
30.7 Additional resources
30.8 Exercises
Glossary of abbreviations
References
Author index
Subject index
Tables
16.1 Evaluator types for ml, moptimize(), and optimize()
16.2 Optimization techniques for evaluator types for ml,
moptimize(), and optimize()
17.1 Four commonly used binary outcome models
18.1 Commands for multinomial models
19.1 Moments of normal errors truncated from above
19.2 Some standard copula functions
19.3 Conditional and unconditional means for models in logs
20.1 Goodness-of-fit criteria for six models
22.1 Commands for nonlinear panel models
23.1 sem commands and equivalent standard Stata commands
23.2 gsem commands and equivalent standard Stata commands
23.3 Summary of ERM commands and command options
23.4 Selected ERM commands for handling endogeneity and
selection
24.1 Size and power analysis terminology and notation
24.2 Key basic TEs methods and commands
24.3 teffectsra and ERM commands when treatment is exogenous
25.1 Selected ERM commands when treatment is endogenous
25.2 LATE: The four types of individuals
25.3 Selected options of rdrobust command
Figures
16.1 Objective function with multiple optimums
17.1 Predicted probabilities versus hhincome and receiver operator
characteristics curve following logit
17.2 Predicted probabilities from local logit compared with logit ML
19.1 Log earnings by attrition status for wave 1 and for wave 3
20.1 Four count distributions with the same mean
20.2 Fitted values distribution, FMM2-P
20.3 Densities of posterior probabilities for FMM Poisson and NB2
20.4 Quantile plots of count docvis (left) and its jittered transform
(right)
21.1 Histograms for complete and incomplete spells
21.2 Kaplan–Meier estimate of survivor function
21.3 Kaplan–Meier estimate of survivor function
21.4 Survivor and related curves following Cox PH regression
21.5 Check for parallel log–log survivor curves
21.6 Compare Cox PH to Kaplan–Meier survivor curve
21.7 Graph of Schoenfeld residuals against spell length
21.8 Hazard rate from various survival models
21.9 Weibull hazard controlling for frailty
23.1 Fitted means from FMM2 gamma regression
23.2 Posterior probabilities from FMM2 gamma regression
23.3 Fitted probabilities from FMM2 logit regression
23.4 Path diagram for measurement-error model
23.5 Path diagram for regression with measurement error
24.1 Quantile plots of TE
24.2 Propensity-score overlap
25.1 Synthetic control: Outcomes and difference in outcomes
25.2 Synthetic control: Treated and donor outcomes
25.3 SRD: Scatterplot and global or local regression fits
25.4 RD: Binned data scatterplot and check of discontinuity in the
running variable
25.5 SRD: Scatterplot and binned plot
25.6 SRD: ATE estimate using local linear and local quadratic
regression
25.7 SRD: ATE estimate using local linear and local quadratic
regression
25.8 SRD: Placebo plots
26.1 Heat map of homicide rate in various counties
27.1 Local linear regression of earnings on hours with bootstrap
confidence intervals
27.2 Semiparametric regression: Partial linear and single-index
models
27.3 GAM: Partial residuals and fitted against regressors x1, x2,
and z
28.1 Lasso versus ridge
28.2 Plots of CV values and coefficients as changes
29.1 Posterior densities of the three regression parameters and the
error variance parameter
29.2 Diagnostics for 10,000 MH posterior draws of
29.3 Diagnostics for 10,000 MH posterior draws of mu
29.4 Diagnostics for posterior draws of education coefficient
29.5 Trace for all four coefficients
29.6 Density for each half of draws for all four coefficients
30.1 Diagnostics for posterior draws of education coefficient
30.2 Diagnostics for posterior draws of education coefficient
30.3 A basic scatterplot of log earnings on hours
Exploring the Variety of Random
Documents with Different Content
— Niin, kuka sitä meillä, tätäpä, teetättää? Ei meillä ole peltoja
eikä ruisaumoja, piru vieköän.
— Ei saa katsoa.
Bertilin on niin ihmeen hyvä olla siinä, loikoa ja katsella tyttöä. Sillä
on täyteläiset rinnat ja ne kohoilevat tasaisesti puseron alla. Hiukset
olivat illalla sykeröllä, mutta nyt ovat sitaistut niskasta nauhalla ja
vahva kiemura on sukeltanut kaulaa myöten rinnalle ja valuu
peitteelle.
*****
Niinpä niin.
— Sinulle.
Kylli nauraa.
*****
Olisi voinut ehkä jäädä tutkinnot ja muut pitämättä, jos eivät olisi
Kenkkulan saunassa Hörödiin selkänahkoja polttaneet.
Nimismies nauraa.
— Siinä sen kuulet, sanoo Hörödiille. — Menehän hakemaan, jos
saat lähtemään ne toiset, Hiertiäiset ja muut, tänne, niin pidetään nyt
sinun mieliksesi se tutkinto. No, ala painella.
*****
— Niin ostin, mikä sitten. Ja tuki nyt kitusesi, ellet aio saada
selkänahkaasi. Ja käännä hevonen.
laulahtaa nimismies.
— Nyt saat kävellä, Korodii, ja minä ajan, ja jos sinä suutasi avaat
tästä kontista ja muusta, niin minä ni-nitistän sinut. No, nousehan ja
aja, minä vähän laulan.