Econometric Analysis of Cross Section and Panel Data. [Stata] [R] [Python]

Solomon Negash

This work is part of my initiative to cover replication of numerical examples from some of the most widely used econometrics text books using three different statistical programs. Previously, I have covered Wooldridge´s Introductory Econometrics fully using Stata, R and Python. Similarly, I will cover his second advanced textbook here. (Note that it is work in progress and not all chapters have numerical examples.)

If you have any question, query or suggestion regarding this work or wish to report an error,  feel free to drop me a line here or in the comment box below.

I INTRODUCTION AND BACKGROUND

1 Introduction [Stata] [R] [Python]

2 Conditional Expectations and Related Concepts in Econometrics [Stata] [R] [Python]

3 Basic Asymptotic Theory [Stata] [R] [Python]

II LINEAR MODELS

4 Single-Equation Linear Model and Ordinary Least Squares Estimation [Stata] [R] [Python]

5 Instrumental Variables Estimation of Single-Equation Linear Models [Stata] [R] [Python]

6 Additional Single-Equation Topics [Stata] [R] [Python]

7 Estimating Systems of Equations by Ordinary Least Squares and Generalized Least Squares [Stata] [R] [Python]

8 System Estimation by Instrumental Variables [Stata] [R] [Python]

9 Simultaneous Equations Models [Stata] [R] [Python]

10 Basic Linear Unobserved Effects Panel Data Models [Stata] [R] [Python]

11 More Topics in Linear Unobserved Effects Models [Stata] [R] [Python]

III GENERAL APPROACHES TO NONLINEAR ESTIMATION

12 M-Estimation, Nonlinear Regression, and Quantile Regression [Stata] [R] [Python]

13 Maximum Likelihood Methods [Stata] [R] [Python]

14 Generalized Method of Moments and Minimum Distance Estimation [Stata] [R] [Python]

IV NONLINEAR MODELS AND RELATED TOPICS

15 Binary Response Models [Stata] [R] [Python]

16 Multinomial and Ordered Response Model [Stata] [R] [Python]

17 Corner Solution Responses [Stata] [R] [Python]

18. Count, Fractional, and Other Nonnegative Responses [Stata] [R] [Python]

19. Censored Data, Sample Selection, and Attrition [Stata] [R] [Python]

20 Stratified Sampling and Cluster Sampling [Stata] [R] [Python]

21 Estimating Average Treatment Effects [Stata] [R] [Python]

22 Duration Analysis [Stata] [R] [Python]

2 replies
  1. Gregory
    Gregory says:

    Hello, I am planning to replicate the R file for 16 Multinomial and Ordered Response Model as I may need it for works. But it seems a bit difficult for me to replicate it on the line df <- read_dta("Wooldridge_2E/keane.dta")? Plz may I know if I have to download keane.dta first from the STATA Wooldridge website?

    Much appreciated your effort and generosity to share everything on this!!
    Gregory

  2. Solomon
    Solomon says:

    Hi Gregory, thanks for the comment.
    The data does not seem to be accessible on R, so yes you need to download it from the website first.
    Glad you find the replication of interest.

    All the best!

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