Menu

Econometrics of Program Evaluation using Stata

  • Location: Cass Business School
  • Duration: 3 days
  • Software: Stata
  • Level: Intermediate
  • Delivered By: Dr. Giovanni Cerulli
  • Topic:
Econometrics of Program Evaluation using Stata

Overview

COURSE DATES: 5-7 March 2018

This course will provide participants with the essential tools, both theoretical and applied, for a proper use of modern micro-econometric methods for policy evaluation and causal counterfactual modelling.

The course will cover the following approaches:

  • Regression adjustment (parametric and nonparametric);
  • Matching (on covariates and on propensity score);
  • Reweighting and Double-robust methods;
  • Selection models;
  • Instrumental-variables approaches;
  • Difference-in-differences.

Course Agenda - Day 1

Session 1: Introduction to the econometrics of program evaluation
  • Econometrics of program evaluation: statistical background
  • Experimental and non-experimental design
  • The selection problem: observable an unobservable selection
  • Assumptions and notation
  • Regression Adjustment (parametric and nonparametric)
  • Control-Function regression
Session 2: Applications using Stata
  • Use of the Stata 15 treatment-effects estimation package teffects
  • Presentation of DO-files and ADO-files provided by the instructor
  • Application on real data of teffects subcommands
  • Extensions by Stata user-written commands: ivtreatreg, treatrew.

Course Agenda - Day 2

Session 1: Matching and Reweighting
  • Matching estimator: covariate and propensity score methods
  • Reweighting estimator
  • Double-robust estimator
  • Summary of methods
Session 2: Applications using Stata
  • Use of the Stata 14 treatment-effects estimation package teffects
  • Presentation of DO-files and ADO-files provided by the instructor
  • Application on real data of teffects subcommands
  • Extensions by Stata user-written commands: teffects, pscore, psmatch2, treatrew.

Course Agenda - Day 3

Session 1: Econometrics of program evaluation under “unobservable selection”
  • Summary of program evaluation under “observable selection”
  • Statistical background: the endogeneity problem
  • Assumptions and notation
  • Selection models (Heckit)
  • Instrumental variables approaches (IV) and LATE
  • Difference-in-differences (DID)
Session 2: Applications using Stata
  • Use of the Stata 15 treatment-effects estimation package teffects
  • Presentation of DO-files and ADO-files provided by the instructor
  • Application on real data of teffects subcommands
  • Extensions by Stata user-written commands: ivtreatreg.

Principal texts for pre-course reading:

  • Wooldridge, J.M. (2010). Econometric Analysis of cross section and panel data. Chapter 21. Cambridge: MIT Press.
  • Cameron, A.C., & Trivedi P.K. (2005). Microeconometrics: Methods and Applications. Chapter 25. Cambridge: Cambridge University Press.
  • Cerulli, G. (2012), An Assessment of the Econometric Methods for Program Evaluation and a Proposal to Extend the Difference-In-Differences estimator to dynamic treatment, in: Econometrics: New Developments, Nova Publishers, New York.

PPrincipal texts for post-course reading:

  • Cerulli, G. (2015), Econometric Evaluation of Socio-Economic Programs: Theory and Applications, Springer.

Daily Timetable

09:00-09:20 Registration

09:30-11:00 Session 1a

11:00-11:15 Tea/coffee break

11:15-12:45 Session 1b

12:45-14:00 Lunch

14:00-15:15 Session 2a

15:15-15:30 Tea/coffee break
(Feedback Session)

15:30-17:00 Session 2b

Prerequisites

  • Knowledge of basic econometrics: notion of conditional expectation and related properties; point and interval estimation; regression model and related properties; probit and logit regression.
  • Basic knowledge of Stata software

Terms & Conditions

  • 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 principal software package(s) used in the delivery of the course. It is essential that these temporary training licenses are installed on your computers prior to the start of the course. We can provide laptops to attendees. Prior notice is required and additional charges will apply.
  • Should you need assistance in locating hotel accommodation in the immediate vicinity of the course location, please notify us at the time of booking.
  • 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 more than 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.

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

  •  CommercialAcademicStudent
    3-day Course - 5-7 March 2018 (05/03/2018 - 07/03/2018)

All prices exclude VAT or local taxes where applicable.

* Required Fields

£0
- +
Post your comment

Timberlake Consultants