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London UK » Feb 2015 » Stata » Microeconomics » Panel Methods » Bookmark and Share

Regression Analysis Using Stata (II)

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Thursday, 12 - Friday, 13 February, 2015
Cass Business School, City University London, UK (View map)
2-days
Stata
Econometrics & Statistics, Microeconomics, Panel Methods
Prof. João Cerejeira, Universidade do Minho
Dr. Miguel Portela, Universidade do Minho
ST-64-UK
Cass Business School, City University London Stata  Stata 13    Timberlake Consultants | Statistics | Econometrics | Forecasting
Overview Agenda Prerequisites Testimonials Prices Registration Terms & Conditions  

Overview

Timberlake Consultants invite you to attend the following two day course to be held at Cass Business School, City University London on 12-13 February 2015.

This course will focus on various applications of Stata 13, including:

  • Organising and handling data;
  • Data analysis;
  • Linear regression: OLS and GLS;
  • Causal inference with Stata: differences-in-differences and instrumental variables;
  • Producing analysis output: graphs and tables.

The course is designed for academic staff, including master/PhD students, who have a basic knowledge of statistics/econometrics and/or Stata; and those who deal with different types of data and projects in their day-to-day work. The course will also be of interest to non-academic participants who apply data analysis from an econometric perspective.

 

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Agenda

Learning Ratio

  • 50% Theory, 25% Practical and 25% Demonstration.

Day 1

Sessions 1 & 2: Organising & Handling Data

  • Key issues about Stata;
  • The grammar of Stata;
  • Organising and handling data.

Session 3: Data Analysis

  • Summary output tables;
  • Graphs.

Session 4, Part I: Regression - OLS

  • Computing linear regression estimates;
  • Sampling distribution of regression estimates;
  • Presenting regression estimates;
  • Hypothesis tests;
  • Specification issues: graphically analysing regression data;
  • Interaction terms and marginal effects.

Session 4, Part II: Regression - GLS

  • Heteroskedasticity: causes and test;
  • The robust estimator of the VCE;
  • The GLS and FGLS estimator.

Day 2

Session 5, Part I: Causal Inference - Introduction

  • Defining causality;
  • Regression and causality.

Session 5, Part II: Causal Inference - Instrumental Variables Methods

  • Conditions for instrument validity;
  • 2SLS (Two stage least squares method);
  • The Problem of Weak Instruments;
  • Testing overidentification restrictions.

Session 6: Selection Models

  • Differences-in-Differences;
  • Fixed effect model.

Session 7 & 8: Causal Inference with Panel Data

  • Random effects model;
  • Specification tests.

Session 8, Part II: Producing Analysis Output

  • Graphs and regression tables from Stata to Word and Tex.

References

  • Angrist, J., and Pischke, J.-S., (2008). Mostly Harmless Econometrics: An Empiricists Companion, Princeton University Press.
  • Arellano, M., (2003). Panel Data Econometrics Advanced Texts in Econometrics, Oxford University Press.
  • Baum, C. F., (2006). An Introduction to Modern Econometrics using Stata, Stata Press.
    (Available in the Timberlake Bookshop)
  • Cameron, A. C., and Trivedi, P. K., (2010). Microeconometrics using Stata, Revised Edition, Stata Press.
    (Available in the Timberlake Bookshop)
  • Wooldridge, J., (2010). Econometric Analysis of Cross Section and Panel Data, Second Edition, MIT Press.
  • Verbeek, M., (2012). A Guide to Modern Econometrics, Fourth Edition, Wiley.

 

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Prerequisites

Basic knowledge of statistics and regression analysis. Previous experience with Stata is recommended, but not required.

 

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Feedback & Testimonials

Coming soon.

 

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Prices

Cost (per participant):

Registration type Price (inc. VAT)
Commercial / Government £1,080.00 Purchase Training Button
Academic / Non-profit research £840.00 Purchase Training Button
Student registrations £360.00 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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Registration

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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