Stata

swMATH6029MaRDI QIDQ18167FDOQ18167

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Described by source

• A gentle introduction to stata.

Cited In (only showing first 100 items - show all)

• Learning in a multilateral bargaining experiment
• A stochastic cross-efficiency data envelopment analysis approach for supplier selection under uncertainty
• Multiple imputation of discrete and continuous data by fully conditional specification
• Bayesian Tobit quantile regression model for medical expenditure panel survey data
• Statistical Modeling for Biomedical Researchers
• A Mixed‐Effects Regression Model for Longitudinal Multivariate Ordinal Data
• Efficient partner search: Embedded firms seeking co‐operative partners
• Note on the singularity of the Poisson-gamma model
• Further results on projection-based inference in IV regressions with weak, collinear or missing instruments
• Assessing the default risk by means of a discrete-time survival analysis approach
• Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework
• Longitudinal and Panel Data
• Distribution free estimation of heteroskedastic binary response models using probit/logit criterion functions
• Title not available (Why is that?)
• Multiple imputation in three or more stages
• Full matching approach to instrumental variables estimation with application to the effect of malaria on stunting
• Extended structure preserving estimation (ESPREE) for updating small area estimates of poverty
• Generalized linear models and extensions
• Standard error correction in two‐stage estimation with nested samples
• Chain indices of the cost-of-living and the path-dependence problem: an empirical solution
• Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
• Inference with dependent data using cluster covariance estimators
• Robust tests for heteroskedasticity in the one-way error components model
• Efficiency in public schools: does competition matter?
• Panel data methods for fractional response variables with an application to test pass rates
• The long-run cost of job loss as measured by consumption changes
• Cure events in default prediction
• Management of agricultural research centers in Brazil: a DEA application using a dynamic GMM approach
• Title not available (Why is that?)
• Mixture cure models in credit scoring: if and when borrowers default
• Merit norms in the ultimatum game: an experimental study of the effect of merit on individual behavior and aggregate outcomes
• A tutorial on interaction
• Does financial connectedness predict crises?
• Robust confidence sets in the presence of weak instruments
• Bivariate non-normality in the sample selection model
• An algorithm to estimate the two-way fixed effects model
• Quantile regression with clustered data
• Testing competing models for non-negative data with many zeros
• Spatial errors in count data regressions
• Scoring bank loans that may go wrong: a case study
• Controlling for overdispersion in grouped conditional logit models: A computationally simple application of Dirichlet‐multinomial regression
• Title not available (Why is that?)
• Random item IRT models
• A new mixture model for the estimation of credit card exposure at default
• Accuracy of mortgage portfolio risk forecasts during financial crises
• Generalized linear latent models for multivariate longitudinal measurements mixed with hidden Markov models
• Conditional tests for homogeneity of zero-inflated Poisson and Poisson-hurdle distributions
• Dynamic panels with threshold effect and endogeneity
• Estimating the model with fixed and random effects by a robust method
• An empirical analysis of valence in electoral competition
• Estimating static models of strategic interactions
• Copula regression spline models for binary outcomes
• A new explanatory index for evaluating the binary logistic regression based on the sensitivity of the estimated model
• Does context matter more for hypothetical than for actual contributions? evidence from a natural field experiment
• Improving the precision of classification trees
• Robust inference with multiway clustering
• Hierarchical CUB models for ordinal variables
• Priced risk and asymmetric volatility in the cross section of skewness
• Estimation of a smooth coefficient zero-inefficiency panel stochastic frontier model: a semiparametric approach
• On the estimation of the mean density of random closed sets
• On the use of the Lasso for instrumental variables estimation with some invalid instruments
• A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS
• Multi-level zero-inflated Poisson regression modelling of correlated count data with excess zeros
• Instrumental variable estimators for binary outcomes
• Who acts more like a game theorist? Group and individual play in a sequential market game and the effect of the time horizon
• A score regression approach to assess calibration of continuous probabilistic predictions
• Properties and calculation of multivariate risk measures: MVaR and MCVaR
• Title not available (Why is that?)
• Title not available (Why is that?)
• Generalized method of trimmed moments
• Incremental willingness to pay: a theoretical and empirical exposition
• Assessing the effect of the amount of financial aids to Piedmont firms using the generalized propensity score
• Semiparametric Regression for the Applied Econometrician
• A simple method for purging mediation effects
• Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects
• A method for increasing the robustness of multiple imputation
• A Heckman selection-\(t\) model
• Non-linear mixed logit
• Latent variable models for mixed categorical and survival responses, with an application to fertility preferences and family planning in Bangladesh
• Meta-analysis. Methods for health and experimental studies
• Bias-Corrected Matching Estimators for Average Treatment Effects
• Multilevel models for censored and latent responses
• Applied longitudinal analysis.
• Testing for unit roots in heterogeneous panels.
• Combining frequency and time domain approaches to systems with multiple spike train input and output
• Incorporating student covariates in cognitive diagnosis models
• Multivariate Poisson interpoint distances
• Box model of migration channels
• Generalized multilevel structural equation modeling
• A general double robustness result for estimating average treatment effects
• Correcting for covariate measurement error in logistic regression using nonparametric maximum likelihood estimation
• Generalized Linear Latent Variable Models for Repeated Measures of Spatially Correlated Multivariate Data
• A consistent simulation-based estimator in generalized linear mixed models
• A fast and objective multidimensional kernel density estimation method: fastKDE
• An introduction to generalized linear models
• Stable graphical model estimation with random forests for discrete, continuous, and mixed variables
• On parsimonious models for modeling matrix data
• Optimal data-driven regression discontinuity plots
• Robust inference for the two-sample 2SLS estimator
• Robust nonparametric confidence intervals for regression-discontinuity designs

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