书名】Stata Journal 2006-2007
【作者】Stata 􀀀
【出版社】http://www.stata-journal.com 
【版本】2006-2007
【出版日期】2006, 2007
【文件格式】pdf
【文件大小】
【页数】
【ISBN出版号】
【资料类别】计量经济学
【市面定价】
【扫描版还是影印版】影印版
【是否缺页】完整
【关键词】Stata Journal

【内容简介】包括2006年至2007年的Stata Journal的文章.

【目录】
       Volume 6 Number 1 2006
The Stata Journal
Articles and Columns 1
Estimating variance components in Stata . . . . . . . . . . . . . . . . . . . . . . . . .Y. Marchenko 1
Automatic generation of documents . . . . . . . . . . . . . . . . . . . . .R. Gini and J. Pasquini 22
Generalized least squares for trend estimation of summarized dose–response data
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .N. Orsini, R. Bellocco, and S. Greenland 40
Generalized ordered logit/partial proportional odds models for ordinal dependent
variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .R. Williams 58
Explained variation for survival models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .P. Royston 83
Goodness-of-fit test for a logistic regression model fitted using survey sample data
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .K. J. Archer and S. Lemeshow 97
Decomposing inequality and obtaining marginal effects . . . . . . .A. L´opez-Feldman 106
Mata Matters: Creating new variables—sounds boring, isn’t . . . . . . . . . .W. Gould 112
Speaking Stata: Time of day. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .N. J. Cox 124
Review of Multilevel and Longitudinal Modeling Using Stata by Rabe-Hesketh
and Skrondal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .R. Wolfe 138
Notes and Comments 144
Stata tip 28: Precise control of dataset sort order. . . . . . . . . . . . . . . . . . . .P. Schumm 144
Stata tip 29: For all times and all places . . . . . . . . . . . . . . . . . . . . . . . . . C. H. Franklin 147
Stata tip 30: May the source be with you . . . . . . . . . . . . . . . . . . . . . . . . . . . . .N. J. Cox 149
Software updates 151

Volume 6 Number 2 2006
The Stata Journal
From the Editors 153
Maximum simulated likelihood: Introduction to a special issue. . . . . . . . . . . . . . . . . . 153
Articles and Columns 156
Calculation of multivariate normal probabilities by simulation, with applications
to maximum simulated likelihood estimation . L. Cappellari and S. P. Jenkins 156
A Mata Geweke–Hajivassiliou–Keane multivariate normal simulator . . . R. Gates 190
Generating Halton sequences using Mata . . . . . . . . . . D. M. Drukker and R. Gates 214
Estimation of multinomial logit models with unobserved heterogeneity using maximum
simulated likelihood. . . . . . . . . . . . . . . . . . . . . . . .P. Haan and A. Uhlendorff 229
Maximum simulated likelihood estimation of a negative binomial regression model
with multinomial endogenous treatment . . . . . . . . . . . . P. Deb and P. K. Trivedi 246
Maximum simulated likelihood estimation of random-effects dynamic probit models
with autocorrelated errors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .M. B. Stewart 256
Review of Regression Models for Categorical Dependent Variables Using Stata,
Second Edition, by Long and Freese . . . . . . . . . . . . . . . . . . . . . . . . . . . . .R. Williams 273
Notes and Comments 279
Stata tip 31: Scalar or variable? The problem of ambiguous names . . G. I. Kolev 279
Stata tip 32: Do not stop . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .S. P. Jenkins 281
Stata tip 33: Sweet sixteen: Hexadecimal formats and precision problems . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .N. J. Cox 282
Software Updates 284

Volume 6 Number 3 2006
The Stata Journal
Articles and Columns 285
Maximum likelihood estimation of endogenous switching and sample selection models
for binary, ordinal, and count variables . . .A. Miranda and S. Rabe-Hesketh 285
Confidence intervals for rank statistics: Somers’ D and extensions . . . . .R. Newson 309
Tests and confidence sets with correct size when instruments are potentially weak
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .A. Mikusheva and B. P. Poi 335
Graphical representation of interactions . . . . . . . . . F. M.-S. Barthel and P. Royston 348
Jackknife instrumental variables estimation in Stata . . . . . . . . . . . . . . . . . . . . B. P. Poi 364
Difference-based semiparametric estimation of partial linear regression models. . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . M. Lokshin 377
Importing Federal Reserve economic data . . . . . . . . . . . . . . . . . . . . . . . . .D. M. Drukker 384
Mata Matters: Interactive use . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .W. Gould 387
Speaking Stata: Graphs for all seasons . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .N. J. Cox 397
Review of A Gentle Introduction to Stata by Acock. . . . . . . . . . . . . . . . . .M. Mulcahy 420
Notes and Comments 425
Stata tip 34: Tabulation by listing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .D. A. Harrison 425
Stata tip 35: Detecting whether data have changed . . . . . . . . . . . . . . . . . . . .W. Gould 428
Stata tip 36: Which observations?. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .N. J. Cox 430
Software Updates 433

Volume 6 Number 4 2006
The Stata Journal
Articles and Columns 435
Sequence analysis with Stata . . . . . . . . C. Brzinsky-Fay, U. Kohler, and M. Luniak 435
Practical fixed-effects estimation methods for the three-way error-components
model. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .M. Andrews, T. Schank, and R. Upward 461
Testing for cross-sectional dependence in panel-data models. . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . R. E. De Hoyos and V. Sarafidis 482
Confidence intervals for rank statistics: Percentile slopes, differences, and ratios .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .R. Newson 497
Calculating Murphy–Topel variance estimates in Stata: A simplified procedure .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A. R. Hole 521
Bayesian analysis in Stata with WinBUGS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . J. Thompson, T. Palmer, and S. Moreno 530
Mata Matters: Precision . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .W. Gould 550
Speaking Stata: In praise of trigonometric predictors . . . . . . . . . . . . . . . . . .N. J. Cox 561
Review of An Introduction to Stata for Health Researchers by Juul . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .J. B. Carlin 580
Review of A Stata Companion to Political Analysis by Pollock . . . . .S. W. Allard 584
Notes and Comments 588
Stata tip 37: And the last shall be first . . . . . . . . . . . . . . . . . . . . . . . . . . . . .C. F. Baum 588
Stata tip 38: Testing for groupwise heteroskedasticity . . . . . . . . . . . . . . .C. F. Baum 590
Stata tip 39: In a list or out? In a range or out? . . . . . . . . . . . . . . . . . . . . . .N. J. Cox 593
Stata tip 36: Which observations? Erratum . . . . . . . . . . . . . . . . . . . . . . . . . . . N. J. Cox 596
Software Updates 597

Volume 7 Number 1 2007
The Stata Journal
Articles and Columns 1
A survey on survey statistics: What is done and can be done in Stata . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .F. Kreuter and R. Valliant 1
Rasch analysis: Estimation and tests with raschtest . . . . . . . . . . . . . .J.-B. Hardouin 22
Multivariable modeling with cubic regression splines: A principled approach . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . P. Royston and W. Sauerbrei 45
Sensitivity analysis for average treatment effects . . S. O. Becker and M. Caliendo 71
Stata and the WeeW information system . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . P. Vittorini, S. Necozione, and F. di Orio 84
File filtering in Stata: Handling complex data formats and navigating log files
efficiently. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .J. Eng 98
Mata Matters: Subscripting . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .W. Gould 106
Speaking Stata: Making it count . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .N. J. Cox 117
Review of An Introduction to Modern Econometrics Using Stata by Baum. . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A. Nichols 131
Notes and Comments 137
Stata tip 40: Taking care of business. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .C. F. Baum 137
Stata tip 41: Monitoring loop iterations . . . . . . . . . . . . . . . . . . . . . . . . . D. A. Harrison 140
Stata tip 42: The overlay problem: Offset for clarity. . . . . . . . . . . . . . . . . . . . . .J. Cui 141
Stata tip 43: Remainders, selections, sequences, extractions: Uses of the modulus
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .N. J. Cox 143

Volume 7 Number 2 2007
The Stata Journal
Articles and Columns 147
Improved generalized estimating equation analysis via xtqls for quasi{least squares
in Stata. . . . . . . . . . . . . . . . . . . . . . . . . . . . J. Shults, S. J. Ratcli e, and M. Leonard 147
Maximum likelihood and two-step estimation of an ordered-probit selection model
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .R. Chiburis and M. Lokshin 167
Two postestimation commands for assessing confounding e ects in epidemiological
studies . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Z. Wang 183
Estimation of nonstationary heterogeneous panels . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . E. F. Blackburne and M. W. Frank 197
QIC program and model selection in GEE analyses . . . . . . . . . . . . . . . . . . . . . . . J. Cui 209
predict and adjust with logistic regression. . . . . . . . . . . . . . . . . . . . . . . . . . . .M. L. Buis 221
Making regression tables simpli ed . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . B. Jann 227
Review of A Handbook of Statistical Analyses Using Stata, Fourth Edition, by
Rabe-Hesketh and Everitt . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . W. D. Dupont 245
Speaking Stata: Identifying spells . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . N. J. Cox 249
Notes and Comments 266
Stata tip 44: Get a handle on your sample . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . B. Jann 266
Stata tip 45: Getting those data into shape . . . . . . . . . . C. F. Baum and N. J. Cox 268
Stata tip 46: Step we gaily, on we go . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . R. Williams 272
Stata tip 47: Quantile{quantile plots without programming . . . . . . . . . . . N. J. Cox 275
Software Updates 280

Volume 7 Number 3 2007
The Stata Journal
Articles and Columns 281
Robust standard errors for panel regressions with cross-sectional dependence. . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .D. Hoechle 281
Estimating parameters of dichotomous and ordinal item response models with
gllamm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . X. Zheng and S. Rabe-Hesketh 313
Simulation-based sensitivity analysis for matching estimators. . . . . . .T. Nannicini 334
Modeling of the cure fraction in survival studies . . . . . . . . . . . . . . . . . .P. C. Lambert 351
Pro le likelihood for estimation and con dence intervals . . . . . . . . . . . . . P. Royston 376
Fitting mixed logit models by using maximum simulated likelihood . . A. R. Hole 388
An exact and a Monte Carlo proposal to the Fisher{Pitman permutation tests for
paired replicates and for independent samples . . . . . . . . . . . . . . . . . . . . . . J. Kaiser 402
Speaking Stata: Turning over a new leaf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . N. J. Cox 413
Notes and Comments 434
Stata tip 48: Discrete uses for uniform() . . . . . . . . . . . . . . . . . . . . . . . . . . . . . M. L. Buis 434
Stata tip 49: Range frame plots . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S. Merryman 436
Stata tip 50: Ecient use of summarize . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . N. J. Cox 438
Stata tip 51: Events in intervals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . N. J. Cox 440
Software Updates 444

【整理书评】这些文章是近两年计量经济及统计学中的一些模型的估计和检验的程序的说明,其中对面板数据的协整等方面提出了新的估计及检验方法

谢谢，很有用

thanks a lot