Microeconometrics Using Stata

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This revised edition offers a comprehensive and current overview of microeconometric methods using Stata, serving as an excellent introduction to the field and research execution. It addresses topics often overlooked in standard microeconometrics textbooks and basic Stata introductions. Updated for Stata 11, it replaces the mfx and user-written margeff commands with the new margins command, focusing on marginal effects at the means and average marginal effects. The xi command is also replaced with factor variables, enabling the specification of indicator variables and interaction effects. New examples include the gmm command for generalized method of moments and nonlinear instrumental-variables estimation, while the chapter on maximum likelihood estimation reflects enhancements made to ml in Stata 11. The authors utilize simulation methods to clarify the estimators and tests discussed, providing detailed Stata examples for each topic. They also demonstrate how to leverage Stata's programming capabilities for methods lacking specific commands. This unique blend of topics, intuitive method introductions, and thorough Stata illustrations makes this resource an essential, practical addition for anyone engaged in microeconometric methods.