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Book Synopsis
A complete and up-to-date
survey of microeconometric
methods available in Stata,
Microeconometrics Using
Stata, Revised Edition is an
outstanding introduction to
microeconometrics and how
to execute microeconometric
research using Stata. It covers
topics left out of most
microeconometrics textbooks
and omitted from basic
introductions to Stata. This
revised edition has been
updated to reflect the new
features available in Stata 11
that are useful to
microeconomists. Instead of
using mfx and the userwritten margeff commands,
the authors employ the new
margins command,
emphasizing both marginal
effects at the means and
average marginal effects.
They also replace the xi
command with factor
variables, which allow you to
specify indicator variables
and interaction effects. Along
with several new examples,
this edition presents the new
gmm command for
generalized method of
moments and nonlinear
instrumental-variables
estimation. In addition, the
chapter on maximum
likelihood estimation
incorporates enhancements
made to ml in Stata 11.
Throughout the book, the
authors use simulation
methods to illustrate features
of the estimators and tests
described and provide an indepth Stata example for each
topic discussed. They also
show how to use Stata’s
programming features to
implement methods for
which Stata does not have a
Book details
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Author : A. Colin
Cameron
Pages : 706 pages
Publisher : Stata Press
2010-03-09
Language : English
ISBN-10 : 1597180734
ISBN-13 :
9781597180733
specific command. The
unique combination of topics,
intuitive introductions to
methods, and detailed
illustrations of Stata
examples make this book an
invaluable, hands-on addition
to the library of anyone who
uses microeconometric
methods.