Microeconometrics Using Stata, Revised Edition
A. Cameron and
Pravin Trivedi ()
in Stata Press books from StataCorp LP
Microeconometrics Using Stata, Revised Edition, by A. Colin Cameron and Pravin K. Trivedi, is an outstanding introduction to microeconometrics and how to do microeconometric research using Stata. Aimed at students and researchers, this book covers topics left out of microeconometrics textbooks and omitted from basic introductions to Stata. Cameron and Trivedi provide the most complete and up-to-date survey of microeconometric methods available in Stata. The revised edition has been updated to reflect the new features available in Stata 11 that are germane to microeconomists. Instead of using mfx and the user-written margeff commands, the revised edition uses the new margins command, emphasizing both marginal effects at the means and average marginal effects. Factor variables, which allow you to specify indicator variables and interaction effects, replace the xi command. The new gmm command for generalized method of moments and nonlinear instrumental-variables estimation is presented, along with several examples. Finally, the chapter on maximum likelihood estimation incorporates the enhancements made to ml in Stata 11.
Keywords: Stata; microeconometrics; simulation (search for similar items in EconPapers)
References: Add references at CitEc
Citations View citations in EconPapers (301) Track citations by RSS feed
Downloads: (external link)
http://stata-press.com/books/musr-preface.pdf downloadable preface (application/pdf)
http://www.stata-press.com/data/musr.html link to downloadable datasets (text/html)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:tsj:spbook:musr
Ordering information: This item can be ordered from
Access Statistics for this book
More books in Stata Press books from StataCorp LP
Series data maintained by Christopher F. Baum ().