We illustrate how to estimate parameters of linear statespace models using the stata program sspace. Creating and managing spatialweighting matrices with the. Stata provides an integrated statistics, graphics, and datamanagement solution for those who analyze data. David spends most of his time developing new methods for stata, managing the econometrics group at stata, and figuring out what new econometric methods should be added to stata.
Threshold e ects in the relationship between in ation and growth. View hua pengs profile on linkedin, the worlds largest professional community. David drukker executive director of econometrics at statacorp. Login or register by clicking login or register at the topright of this. A command for estimating spatialautoregressive models with spatialautoregressive disturbances and additional endogenous variables. See the complete profile on linkedin and discover nikolays. We provide examples of how to use sspace to estimate the parameters of unobservedcomponent models, vector autoregressive movingaverage models, and dynamic. Drukker is the executive director of econometrics at stata and has a ph. Gates stata abstract we illustrate how to estimate parameters of linear statespace models using the stata program sspace. Stata module to compute nearestneighbor biascorrected estimators, statistical software components s439701, boston college department of economics. This workshop shows how to write a stata estimation command. Stata corporation statistical software components from boston college department of economics. A powerful yet simple graphical tool available in the field of psychometrics is the wright map also known as item maps or itemperson maps, which presents the location of both respondents and items on the same scale.
Editor for stata press i was the content editor for the following stata. View nikolay balovs profile on linkedin, the worlds largest professional community. Zhao xu senior software developer statacorp linkedin. Threshold e ects in the relationship between in ation and. Drukker is the executive director of econometrics at stata. A command for estimating spatialautoregressive models with. View zhao xus profile on linkedin, the worlds largest professional community. The modules spmat command provides a variety of options.
David drukker executive director of econometrics at statacorp bryancollege station, texas area computer software. A generalized regressionadjustment estimator for average treatment effects from panel data. This cited by count includes citations to the following articles in scholar. The topic for today is the treatmenteffects features in stata. If you have the appropriate software installed, you can download article citation data to the citation manager of your choice. Stata module for potential outcome parameter estimation, statistical software components s457511, boston college department of economics, revised 27 nov 2012. Statacorp lp statistical software components from boston college department of economics. However, i dont see how any of the assert commands in the generated test script could ever fail since each assert just compares a e object with its own value. This is the 27th post in the series programming an estimation command in stata. Find contacts direct phone number, email address, work history, and more. Stata careers data analysis and statistical software. Testing for serial correlation in linear paneldata models. His passion for programming took him to stata in 1999. View david drukker s business profile as executive director of econometrics at stata corporation.
A command for estimating spatialautoregressive models. Econometrics, journal of statistical software, stata journal, and spatial economic analysis. Hua peng director of software engineering statacorp. Gates 2011 state space methods in stata, journal of. Drukker, hua peng, ingmar prucha, and rafal raciborski have created sppack, a stata module for the estimation of crosssectional spatial autoregressive models see drukker et al. Programming an estimation command in statamata erasmus. While it may not ease the inevitable difficulties that arise, i would like to explain our efforts in this regard. His passion for programming enabled him to start working at stata in 2000, when he finished his. Why use lasso to do inference about coefficients in highdimensional models. Optimal convergence rates, bahadur representation, and asymptotic normality of partitioning estimators, with max farrell. In todays posting, we will discuss four treatmenteffects estimators. He has contributed to stata mp, most stata timeseries commands, many stata paneldata commands, the teffects command, mata, and many other.
This paper presents an implementation of matching estimators for average treatment effects in stata. Estimation of multivalued treatment effects under conditional independence, with david drukker and ashley holland. Alberto abadie, jane leber herr, guido imbens and david m. He has developed many stata commands for estimating treatment effects and for analyzing panel data, timeseries data, crosssectional data, and spatial data. The nnmatch command allows you to estimate the average effect for all. Stata module for crosssection spatialautoregressive models, statistical software components s457245, boston college department of economics, revised 04 dec 2018. Many researchers need to estimate panel data models in which either the idiosyncratic term is autocorrelated or the model includes a lagged dependent variable.
David drukker director of econometrics statacorp linkedin. This post discusses commands in stata 16 that estimate the coefficients of interest in a highdimensional model. This technique is known as writing a plugin or as writing a dynamiclink library dll for stata. This post was written jointly with david drukker, director of econometrics, statacorp. I understand the frustration of incompatibilities between software versions. Implementing an estimation command in stata mata david drukker, statacorp llc overview. Spatial software appendix b spatial analysis for the. He has contributed to stata mp, most stata timeseries commands, many stata paneldata commands, the. Stata module to compute nearestneighbor biascorrected estimators.
David drukker additional contact information david drukker. State space methods in stata connecting repositories. Stata provides an integrated statistics, graphics, and datamanagement solution for anyone who analyzes data. We illustrate the use of the spmat command and discuss some of the underlying issues by using united states county and postalcodelevel. We present the spmat command for creating, managing, and storing spatialweighting matrices, which are used to model interactions between spatial or more generally crosssectional units. He has contributed to statamp, most stata timeseries commands, many stata paneldata commands, the. A command for estimating spatialautoregressive models with spatialautoregressive disturbances and additional endogenous variables, stata journal, statacorp lp, vol. A map to posted entries for a map to all the posts in this series. Many estimators in statistics, econometrics, and biostatistics are cast as multistep estimators. A generalized regressionadjustment estimator for average. Writing a stata command for methods that you use or develop disseminates your research to a huge audience. A new paneldata approach david drukker stata corporation pere gomisporqueras department of economics, university of miami. Multistep estimators produce consistent point estimates, but the standard errors must be corrected. In this post, i discuss the tradeoffs of writing a plugin, and i discuss a simple program whose calculations i will replace with plugins in subsequent.
In his post, drukker wrote a program called mypossion5 and put mkassert command in the end to generate the test script. Treatmenteffects estimators estimate the causal effect of a treatment on an outcome based on observational data. Implementing matching estimators for average treatment. Stata module to import fred federal reserve economic database data. Implementing matching estimators for average treatment effects in stata.
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