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Microeconometrics Using Stata, Revised Edition

Author

Listed:
  • A. Colin Cameron
  • Pravin K. Trivedi

Abstract

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.

Suggested Citation

  • A. Colin Cameron & Pravin K. Trivedi, 2010. "Microeconometrics Using Stata, Revised Edition," Stata Press books, StataCorp LP, number musr, April.
  • Handle: RePEc:tsj:spbook:musr
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    Keywords

    Stata; microeconometrics; simulation;

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