This talk will discuss the use of Stata version 8 for teaching, in the context of working with large survey data sets. The range of estimation techniques discussed will include binary response models, discrete choice models, censored dependent variables and sample selection - all in applied economic contexts. In particular, I will describe some of the problems, as well as the benefits, I've encountered with using Stata in the context of the above frameworks. For instance, the issue of whether having a "windows driven menu system" detracts from one of the key benefits of Stata for learning - that is having a structured approach to modeling via do files; and also issues of Stata's speed in terms of gaining marginal effects in discrete choice models in comparison to other available econometric software.
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