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Stata do file* Imagine that you have two groups in your sample and you are wondering if both groups respond the explanatory variables in the same manner.clearset obs 1000gen group=rbinomial(1,.5)gen x = rnormal()gen y = 2 + 3*x + rnormal()*2 if group==… Continue reading Checking for differences in estimates by group * Stata do file* The Delta method can be used to estimate the standard errors after a regression estimation.* Imagine you have some parameter G = (3*b0-b1)*b2^2 = 3*b0*b2^2-b1*b2^2* Where y = bo + b1*x1 + b2*x2 + u* The delta method can be used to esti… Continue reading The Delta method to estimate standard errors from a non-linear transformation Stata do file* I was recently attending a talk in which the presenter talked about logit in contrast with logistic regression when the outcome variable was binary saying logistic was similar.* This confused me.* Looking at the equations for logit vs th… Continue reading Logistic or Logit or doesn’t matter 
Stata do file* Path analysis is an interesting statistical method that can be used to indentify complex relationships beween variables and an outcome variable.* As with all statistical methods the modelling framework is essential to derive reasonable r… Continue reading Path Analysis Stata do file* In least squares estimation it is very common to make a statement like “conditioning on x1, x2 has an average effect on y of …”* What does this mean?* One answer is, revoming the average correlation between x1 and x2 and the effect x1 … Continue reading Multivariate Least Squares – Multi-Step Estimator and Correlated Explanatory Variables |
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