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Cambridge UK » Sep 2015 » Stata » Microeconomics » Policy Analysis » Bookmark and Share

Microeconometrics Using Stata: Nonlinear Models (II / III)

Delivered by:
Course Code:
Wednesday, 16 - Friday, 18 September 2015
Clare College, University of Cambridge, UK (View map)
Policy Analysis
Dr. Melvyn Weeks, University of Cambridge (View profile)
  Stata  Stata 13    Timberlake Consultants | Statistics | Econometrics | Forecasting
Overview Agenda Prerequisites Testimonials Prices Registration Terms & Conditions  


This course, taking place at Clare College, Cambridge, UK between 16-18 September 2015, represents the second part of a two course sequence (along with Microeconometrics Using Stata: Linear Models) designed to introduce participants to a number of estimators and concepts that represent central aspects of microeconometrics. The course will be delivered interactively using the internationally used software package Stata 13.

As a guide to the level of the course, we will use Introductory Econometrics: A Modern Approach (2006) by J. Wooldridge as a point of departure. In addition, the course will also make extensive use of a number of graduate textbooks such as Microeconometrics: Methods and Applications (2005) by A. C. Cameron and P. K. Trivedi.

This course is aimed at economists and applied econometricians who deal with different types of data and projects in their day-to-day work. Professionals who are interested to learn different techniques and raise their awareness of possible methodologies that can be used in their current or future projects will greatly benefit from this course.

Additionally, new and beginner users of Stata can join a pre-course, 1-day session: Stata Fundamentals, designed to introduce users to Stata 13, data management and linear regression models. This 1-day course is optional to delegates, but it is strongly advised that participants with no prior Stata experience take this module.

Nonlinear Models Topics

Topics covered include Random Utility Models, Willingness-to-Pay Models, Binary and Multinomial Choice, Dynamic Binary Choice Models, and Count Data.

Participants that attend this course will benefit from having already taken the course on linear models. However, the material is structured such that this course may also be taken as a stand-alone set of lectures.

Each session will be accompanied by a Stata practical which will utilise one or more applications to demonstrate the theory.

Course notes will be provided. The set of notes that will be distributed are extensive. Not all slides will be covered since some of the material is designed for more general reference purposes.


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Pre-course (Stata Fundamentals):

Stata Fundamentals provides a flexible and comprehensive introduction to Stata, the powerful, sophisticated and constantly evolving statistical software. Taking a “learning-by-doing” approach, it aims to turn novice users into confident ones employing plenty of examples and a constant stream of challenging exercises. Given Stata’s scope -- there are thousands of available commands -- the course concentrates on understanding basic syntax and deciphering Stata’s extensive and coherent (yet underrated) help files and documentation. Participants leave with the know-how and courage to independently solve their own statistical puzzles.

Since no two students have the same experience and individuals learn different subjects at different speeds, the course is highly flexible: the agenda emerges dynamically and depends on the group’s prior background and knowledge of Stata. By the end of the course, however, all participants will feel comfortable undertaking the following tasks:

  1. Opening, browsing, saving and importing datasets;
  2. Renaming, labelling, ordering and creating data;
  3. Summarising data;
  4. Creating basic tables and graphs;
  5. Automating tasks with do-files.

Having mastered the basics (and time permitting), the course then turns to more sophisticated topics. To ensure they match actual need, participants are encouraged to discuss their own real world data issues. Remaining time is spent introducing commands and concepts which resolve these problems, e.g., advanced data transformations, creating publication quality tables and basic looping structures.

For more information about the Stata Fundamentals course, please click here.

Learning Ratio

65% theory and 35% practical – Stata do files with codes for econometric analysis are provided for delegates.

Daily Agenda

Day 1: Morning Session

Session 1: Nonlinear Regression

  1. Nonlinearity
  2. M Estimators
  3. The Nonlinear regression model
  4. Generalized Linear Models (GLM)
  5. GLM versus GMM
  • Stata Session: Nonlinear regression and the Poisson model
  • Application: Health and count processes

Session 2: Discrete Choice I - Binary Choice

  1. Random Utility Models
  2. Binary Choice Models
  3. The Probit and Logit Models
  4. Partial Effects and Average Partial Effects
  • Stata session: Binary Choice Models and Partial Effects
  • Application 1: Do Workplace Smoking Bans Reduce Smoking?
  • Application 2: Children and Their Parents Labour Supply

Session 3: Discrete Choice I - Endogeneity in Binary Choice

  1. Endogeneity in Nonlinear Models: Whats wrong with Linear Estimators?
  2. Bivariate Probit Models
  3. Partial Effects and Average Partial Effects
  • Stata session: Binary Choice Models and Partial Effects
  • Application 1: Do Workplace Smoking Bans Reduce Smoking?
  • Application 2: Children and Their Parents Labour Supply

Session 4: Discrete Choice II: Multinomial Choice Models

  1. Theoretical Underpinnings of Discrete Choice Models
  2. The Specification of a Random Utility Model
  3. Identification
  4. The Logit Model
  5. Independence of Irrelevant Alternatives
  6. Endogeneity and Discrete Choice
  • Readings: Cameron and Trivedi (2005). Chapter 15.1-15.8

Day 2

Session 5: Discrete Choice II:

Applications of Multinomial Choice Models

  1. Discrete Choice of Labour Supply
  2. Choice Models of Travel Demand
  3. Ignorability of Treatment
  4. Choice Models of Electricity Supplier
  • Stata session: Conditional and Multinomial Logit Models

Session 6: Discrete Choice III - The Mixed Logit Model

  1. The Mixed Logit Model
  2. Error and Random Coefficient Models
  3. Towards Flexible Substitution Patterns
  • Readings: Cameron and Trivedi (2005). Chapter 15

Session 7: Willingness To Pay

  1. Stated and Revealed Preferences (Eliciting Preferences)
  2. Willingness To Pay in Choice Models
  3. Willingness To Pay in Regulated Markets
  4. Models in Preference and WTP Space
  • Readings: Cameron and Trivedi (2005). Chapter 15.4-15.5.
  • Stata session: Mixed Generalised Multinomial Logit Models
  • Application: Choice of Electricity Supplier

Day 3

Session 8: Dynamic Binary Choice

  1. Dynamic Nonlinear Unobserved Effects Models
  2. Fixed versus Random Effects Models
  3. Dynamic Correlated Effects Probit Models
  • Readings Cameron and Trivedi (2005). Chapter 23.

Session 9: Applications of Dynamic Binary Choice Models

  1. Children and Labour Supply
  2. Constructing Average Partial Effects
  3. Endogeneity problem in Dynamic Panels: Linear versus Nonlinear Estimators
  • Stata session: Nonlinear Static and Dynamic Panel Data Estimators
  • Application: Children and Their Parents Labour Supply

Pre-course Reading

  • Wooldridge, J., (2006). Introductory Econometrics: A Modern Approach, 3rd Edition, International Student Edition.
  • Cameron, A. C., and Trivedi, P. K., (2005). Microeconometrics: Methods and Applications, Cambridge University Press.

Principal Texts

The following is a list of the principal texts used in the course:

  • Wooldridge, J., (2006). Introductory Econometrics: A Modern Approach, 3rd Edition, International Student Edition.
  • Cameron, A. C., and Trivedi, P. K., (2005). Microeconometrics: Methods and Applications, Cambridge University Press.
  • Cameron, A. C., and Trivedi, P. K., (2010). Microeconometrics using Stata, Revised Edition, Stata Press.
    (Available in the Timberlake Bookshop)
  • Wooldridge, J., (2001). Econometric Analysis of Cross-Section and Panel Data. MIT.


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Knowledge of regression analysis is required. Knowledge of generalised method of moments, panel data and binary choice models will significantly aid delegate’s comprehension of the topics during the course. Analytical thinking is key for this course as its delivery will push you to think behind the intuition of these econometric concepts. Familiarity with Stata software advised. It is suggested to attend the Stata Fundamentals course on 14 September 2015.


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Feedback & Testimonials

Delegate feedback for Microeconometrics using Stata: Nonlinear Models is made available through our training associate profiles. Click here to view feedback from previous course sessions with Dr. Melvyn Weeks.


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Cost (per participant):

Registration type Price (inc. VAT)
Commercial / Government (including Stata Fundamentals course) £2,040.00 Purchase Training Button
Commercial / Government (Microeconometrics only) £1,620.00 Purchase Training Button
Academic / Non-profit research (including pre-course) £1,560.00 Purchase Training Button
Academic / Non-profit research (Microeconometrics only) £1,260.00 Purchase Training Button
Student registrations (including pre-course) £720.00 Purchase Training Button
Student registrations (Microeconometrics only) £540.00 Purchase Training Button
Click here for Pricing FAQs »
  • Student registrations: Attendees must provide proof of full time student status at the time of booking to qualify for student registration rate (valid student ID card or authorised letter of enrolment).
  • Additional discounts are available for multiple registrations.
  • Cost includes course materials, lunch and refreshments.
  • Delegates are provided with temporary licences for the software(s) used in the course and will be instructed to download and install the software prior to the start of the course. (Alternatively, we can also provide laptops free of charge to attending delegates).
  • If you need assistance in locating hotel accommodation in the region, please notify us at the time of booking.

The number of delegates is restricted. Please register early to guarantee your place.


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We welcome delegates to find out more and register for the course by contacting our sales and training team either by email: training@timberlake.co.uk, phone: +44 (0) 20 8697 3377 or by filling out an online registration form.


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Terms & Conditions

For full Training Courses Terms & Conditions please click here.

Payment of course fees required prior to the course start date.

Registration closes 5-calendar days prior to the start of the course.

  • 100% fee returned for cancellations made over 28-calendar days prior to start of the course.
  • 50% fee returned for cancellations made 14-calendar days prior to the start of the course.
  • No fee returned for cancellations made less than 14-calendar days prior to the start of the course.


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Last modified: 2014-12-16 16:08:31
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