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The Stata Journal: Promoting communications on statistics and Stata最新文献

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Stata tip 155: How to perform high-frequency event studies Stata 技巧 155：如何进行高频事件研究
The Stata Journal: Promoting communications on statistics and Stata Pub Date : 2024-07-25 DOI: 10.1177/1536867x241258013
Mijat Kustudic, Ben Niu
{"title":"Stata tip 155: How to perform high-frequency event studies","authors":"Mijat Kustudic, Ben Niu","doi":"10.1177/1536867x241258013","DOIUrl":"https://doi.org/10.1177/1536867x241258013","url":null,"abstract":"","PeriodicalId":501101,"journal":{"name":"The Stata Journal: Promoting communications on statistics and Stata","volume":"13 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141785370","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Multivariate random-effects meta-analysis for sparse data using smvmeta 使用 smvmeta 对稀疏数据进行多变量随机效应荟萃分析
The Stata Journal: Promoting communications on statistics and Stata Pub Date : 2024-07-25 DOI: 10.1177/1536867x241258008
Christopher James Rose
{"title":"Multivariate random-effects meta-analysis for sparse data using smvmeta","authors":"Christopher James Rose","doi":"10.1177/1536867x241258008","DOIUrl":"https://doi.org/10.1177/1536867x241258008","url":null,"abstract":"Multivariate meta-analysis is used to synthesize estimates of multiple quantities (“effect sizes”), such as risk factors or treatment effects, accounting for correlation and typically also heterogeneity. In the most general case, estimation can be intractable if data are sparse (for example, many risk factors but few studies) because the number of model parameters that must be estimated scales quadratically with the number of effect sizes. This article presents a new command, smvmeta, that makes estimation tractable by modeling correlation and heterogeneity in a low-dimensional space via random projection. This reduces the number of model parameters to be linear in the number of effect sizes. smvmeta is demonstrated in a meta-analysis of 23 risk factors for pain after total knee arthroplasty. Validation experiments show that, compared with meta-regression (a reasonable alternative model that could be used when data are sparse), smvmeta can provide substantially more precise estimates (that is, narrower confidence intervals) at little cost in bias.","PeriodicalId":501101,"journal":{"name":"The Stata Journal: Promoting communications on statistics and Stata","volume":"61 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141775198","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Bounding program benefits when participation is misreported: Estimation and inference with Stata 误报参与情况时的项目收益边界：使用 Stata 进行估计和推论
The Stata Journal: Promoting communications on statistics and Stata Pub Date : 2024-07-25 DOI: 10.1177/1536867x241257347
Andy Lin, Denni Tommasi, Lina Zhang
{"title":"Bounding program benefits when participation is misreported: Estimation and inference with Stata","authors":"Andy Lin, Denni Tommasi, Lina Zhang","doi":"10.1177/1536867x241257347","DOIUrl":"https://doi.org/10.1177/1536867x241257347","url":null,"abstract":"Instrumental-variables estimation is an approach commonly used to evaluate the effect of a program in case of noncompliance. However, when the binary treatment status is misreported, standard techniques are not sufficient to point identify and consistently estimate the effect of interest. We present a new command, ivbounds, that implements three partial identification strategies developed by Tommasi and Zhang (2024, Journal of Econometrics 238: 105556) to bound the heterogeneous treatment effect when both noncompliance and misreporting of treatment status are present. We illustrate the use of the command by reassessing the benefits of participating in the 401(k) pension plan on savings in the United States.","PeriodicalId":501101,"journal":{"name":"The Stata Journal: Promoting communications on statistics and Stata","volume":"164 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141775203","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Two-step analysis of hierarchical data 分层数据的两步分析
The Stata Journal: Promoting communications on statistics and Stata Pub Date : 2024-07-25 DOI: 10.1177/1536867x241257801
Johannes Giesecke, Ulrich Kohler
{"title":"Two-step analysis of hierarchical data","authors":"Johannes Giesecke, Ulrich Kohler","doi":"10.1177/1536867x241257801","DOIUrl":"https://doi.org/10.1177/1536867x241257801","url":null,"abstract":"In this article, we describe the package twostep, a bundle of programs to perform analyses of hierarchical data applying the two-step approach. We consider a two-level data setup in which “microlevel” units are nested within “macrolevel” units. One-step models (which can be fit using, for example, mixed) are the most common approach to modeling two-level data. The two-step approach is an alternative in which parameters associated with microlevel and macrolevel predictors are estimated separately for each level. It can be used as an alternative to one-step models if the estimand is a cross-level interaction. We also show how the two-step approach usefully complements one-step approaches by providing exploratory data analysis, descriptive graphs, and regression diagnostics.","PeriodicalId":501101,"journal":{"name":"The Stata Journal: Promoting communications on statistics and Stata","volume":"40 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141775199","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
First-stage analysis for instrumental-variables quantile regression 工具变量量化回归的第一阶段分析
The Stata Journal: Promoting communications on statistics and Stata Pub Date : 2024-07-25 DOI: 10.1177/1536867x241257803
Javier Alejo, Antonio F. Galvao, Gabriel Montes-Rojas
{"title":"First-stage analysis for instrumental-variables quantile regression","authors":"Javier Alejo, Antonio F. Galvao, Gabriel Montes-Rojas","doi":"10.1177/1536867x241257803","DOIUrl":"https://doi.org/10.1177/1536867x241257803","url":null,"abstract":"In this article, we develop a first-stage linear regression command, fsivqreg, for an instrumental-variables quantile regression (QR) model. The quantile first stage is analogous to the least-squares case, that is, a linear projection of the endogenous variables on the instruments and other exogenous covariates, with the difference that the QR case is a weighted projection. The weights are given by the conditional density function of the innovation term in the QR structural model, at a given quantile. An empirical application illustrates its implementation.","PeriodicalId":501101,"journal":{"name":"The Stata Journal: Promoting communications on statistics and Stata","volume":"50 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141775202","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Speaking Stata: The joy of sets: Graphical alternatives to Euler and Venn diagrams 说说 Stata：集合的乐趣：欧拉图和维恩图的图形替代方案
The Stata Journal: Promoting communications on statistics and Stata Pub Date : 2024-07-25 DOI: 10.1177/1536867x241258010
Nicholas J. Cox, Tim P. Morris
{"title":"Speaking Stata: The joy of sets: Graphical alternatives to Euler and Venn diagrams","authors":"Nicholas J. Cox, Tim P. Morris","doi":"10.1177/1536867x241258010","DOIUrl":"https://doi.org/10.1177/1536867x241258010","url":null,"abstract":"Membership of overlapping or intersecting sets may be recorded in a bundle of (0, 1) indicator variables. Annotated Euler or Venn diagrams may be used to show graphically the frequencies of subsets so defined, but beyond just a few sets such diagrams can be hard to draw and use effectively. This column presents two new commands for graphical alternatives: upsetplot and vennbar. Each command produces a bar chart by default, but there is scope to recast to different graphical forms. The differences between the new commands reflect the divide in Stata between twoway commands and other graph commands. They also provide some flexibility in graph design to match tastes and circumstances. The discussion includes many historical details and references.","PeriodicalId":501101,"journal":{"name":"The Stata Journal: Promoting communications on statistics and Stata","volume":"17 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141785369","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Fitting mixed random regret minimization models using maximum simulated likelihood 使用最大模拟似然法拟合混合随机后悔最小化模型
The Stata Journal: Promoting communications on statistics and Stata Pub Date : 2024-07-25 DOI: 10.1177/1536867x241257802
Ziyue Zhu, Álvaro A. Gutiérrez-Vargas, Martina Vandebroek
{"title":"Fitting mixed random regret minimization models using maximum simulated likelihood","authors":"Ziyue Zhu, Álvaro A. Gutiérrez-Vargas, Martina Vandebroek","doi":"10.1177/1536867x241257802","DOIUrl":"https://doi.org/10.1177/1536867x241257802","url":null,"abstract":"In this article, we describe the mixrandregret command, which extends the randregret command introduced in Gutiérrez-Vargas, Meulders, and Vandebroek (2021, Stata Journal 21: 626–658) by allowing random coefficients in random regret minimization models. The newly developed mixrandregret command allows the user to specify a combination of fixed and random coefficients in the regret function of the classical random regret minimization model introduced in Chorus (2010, European Journal of Transport and Infrastructure Research 10: 181–196). In addition, the user can specify normal and lognormal distributions for the random coefficients using the appropriate command’s options. The models are fit by maximum simulated likelihood estimation using numerical integration to approximate the choice probabilities.","PeriodicalId":501101,"journal":{"name":"The Stata Journal: Promoting communications on statistics and Stata","volume":"40 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141775201","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Estimating Skellam distribution and regression parameters in Stata 用 Stata 估算斯凯拉姆分布和回归参数
The Stata Journal: Promoting communications on statistics and Stata Pub Date : 2024-07-25 DOI: 10.1177/1536867x241257804
Vincenzo Verardi, Catherine Vermandele
{"title":"Estimating Skellam distribution and regression parameters in Stata","authors":"Vincenzo Verardi, Catherine Vermandele","doi":"10.1177/1536867x241257804","DOIUrl":"https://doi.org/10.1177/1536867x241257804","url":null,"abstract":"The Skellam distribution is a discrete probability distribution related to the difference between two independent Poisson-distributed random variables. It has been used in a variety of contexts, including sports or supply and demand imbalances in shared transportation. Stata does not support the Skellam distribution or Skellam regression. We present a command, skellamreg, to estimate the parameters of a Skellam distribution and Skellam regression model using Mata’s optimize function.","PeriodicalId":501101,"journal":{"name":"The Stata Journal: Promoting communications on statistics and Stata","volume":"25 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141775204","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Software Updates 软件更新
The Stata Journal: Promoting communications on statistics and Stata Pub Date : 2024-07-25 DOI: 10.1177/1536867x241258015
{"title":"Software Updates","authors":"","doi":"10.1177/1536867x241258015","DOIUrl":"https://doi.org/10.1177/1536867x241258015","url":null,"abstract":"","PeriodicalId":501101,"journal":{"name":"The Stata Journal: Promoting communications on statistics and Stata","volume":"58 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141775200","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Software Updates 软件更新
The Stata Journal: Promoting communications on statistics and Stata Pub Date : 2024-03-19 DOI: 10.1177/1536867x241233681
{"title":"Software Updates","authors":"","doi":"10.1177/1536867x241233681","DOIUrl":"https://doi.org/10.1177/1536867x241233681","url":null,"abstract":"","PeriodicalId":501101,"journal":{"name":"The Stata Journal: Promoting communications on statistics and Stata","volume":"26 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-03-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140166308","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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