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
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	abortion_example.do	abortion_example.dat	abortion_example.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, Angrist/Evans, AER	treatment.do	pums80.dta	treatment.log
Duration data SES and mortality	nlms_data.do	nlms_data.dta	nlms_data.log