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Econometrics of Program Evaluation using Stata

  • Location: New Horizons, Computer Learning Centre, New York City, USA
  • Duration: 3 days (7th June 2017 - 9th June 2017)
  • Software: Stata
  • Level: Intermediate
  • Delivered By: Dr. Giovanni Cerulli
  • Topic:
Econometrics of Program Evaluation using Stata

Course Overview

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 under the assumption of “selection on observables”.

The course will cover the following key 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,
  • Regression discontinuity design.

Course Agenda

Day 1

Session 1: Introduction to the Econometrics of Program Evaluation

  • Introduction to the Econometrics of Program Evaluation
  • Some statistical background
  • Experimental and non-experimental design
  • The selection problem: observable an unobservable nature
  • Assumptions and notation
  • Regression Adjustment (parametric and nonparametric)
  • Control-Function regression

Session 2: Applications using Stata

  • Use of the Stata 14 treatment-effects estimation package teffects
  • Presentation of DO-files and ADO-files provided
  • Application on real data of teffects subcommands
  • Extensions by Stata user-written commands: ivtreatreg, treatrew

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
  • Application on real data of teffects subcommands
  • Extensions by Stata user-written commands: pscore, psmatch2, treatrew.

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)

Session 2: Applications using Stata

  • Use of the Stata 14 treatment-effects estimation package teffects
  • Presentation of DO-files and ADO-files provided
  • Application on real data of teffects subcommands
  • Extensions by Stata user-written commands: ivtreatreg.

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, Econometrics: New Developments, Nova Publishers, New York.

Post-course Suggested Reading

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

DAILY TIMETABLE (subject to minor changes)

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

  • 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 the Stata software
  •  CommercialAcademicStudent
    3-days (07/06/2017 - 09/06/2017)

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