​*Course flow: 2-3 theory classes followed by 1-2 Stata classes

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Warm-ups

• Introduction to Stata (youtube.com)

• Graph Editor | Stata

• ddatatypes.pdf (stata.com)

• National Bureau of Economic Research | NBER

• Find Journal Articles - Economics 233: Applied Econometrics - duPont Library at University of the South (sewanee.edu)

• Free Student t-Value Calculator - Free Statistics Calculators (danielsoper.com)

• Free Critical F-value Calculator - Free Statistics Calculators (danielsoper.com)

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Topics:

1, SLR

2, MLR:

• Gauss-Markov Assumptions

• Estimation

• Inference: significance, t test, F test

• Goodness of fit

• Multicollinearity

• Omitted Variable bias

• Asymptotics

• Scaling, normalization

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Watch 

• F Tests in Stata (youtube.com)

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3, Dummies & Interactions

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Watch

• Categorical Variables in Stata - YouTube

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4, Heteroskedasticity

• Test

• Robust standard error

• WLS

• FGLS

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Watch

• Heteroscedasticity - YouTube

• Heteroscedasticity in Stata - YouTube

• WLS FGLS (youtube.com

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Read

• Stata Analysis Tools Weighted Least Squares Regression (ucla.edu)

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5, Endogeneity & 2SLS

• Two stage least squares

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Watch

• Instrumental Variables - YouTube

• Instrumental Variables in Stata - YouTube

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Read

• linear.pdf (stata.com)

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6, LPM, Probit, Logit:

• Marginal effects

• Goodness of fit

• Choice models​

Watch

• Binary Choice Models in Stata (LPM, Logit, and Probit) (youtube.com)

• Probit and Logit Models (youtube.com)

• Probit and Logit Models in Stata - YouTube

• Multinomial Probit and Logit Models Example - YouTube

• Choice models - YouTube

Read

• Choice models | Stata

• dreshape.pdf (stata.com)

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7, Panel data models:​​​

• Fixed effects

• ​Random effects

• DID

Watch

• Quasi-experiments: difference-in-differences - YouTube

• Difference in Difference Analysis in Stata (17 and Lastest Versions) (youtube.com)

• Simple Panel Data Models in Stata (youtube.com)

• Fixed Effects in Stata (youtube.com)

• Panel Data Models - YouTube

• Panel Data Models in Stata - YouTube

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Read

• Difference-in-differences (DID) and DDD models; | New in Stata 17

• tedidregress.pdf (stata.com)

• xtxtdidregress.pdf (stata.com)

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