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Microeconometrics Using Stata: Revised Edition 2nd Edition

by A. Colin Cameron (Author), Pravin K. Trivedi (Author)
4.7 4.7 out of 5 stars 130 ratings
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A complete and up-to-date survey of microeconometric methods available in Stata, Microeconometrics Using Stata, Revised Edition is an outstanding introduction to microeconometrics and how to execute microeconometric research using Stata. It covers topics left out of most microeconometrics textbooks and omitted from basic introductions to Stata.

This revised edition has been updated to reflect the new features available in Stata 11 that are useful to microeconomists. Instead of using mfx and the user-written margeff commands, the authors employ the new margins command, emphasizing both marginal effects at the means and average marginal effects. They also replace the xi command with factor variables, which allow you to specify indicator variables and interaction effects. Along with several new examples, this edition presents the new gmm command for generalized method of moments and nonlinear instrumental-variables estimation. In addition, the chapter on maximum likelihood estimation incorporates enhancements made to ml in Stata 11.

Throughout the book, the authors use simulation methods to illustrate features of the estimators and tests described and provide an in-depth Stata example for each topic discussed. They also show how to use Stata’s programming features to implement methods for which Stata does not have a specific command. The unique combination of topics, intuitive introductions to methods, and detailed illustrations of Stata examples make this book an invaluable, hands-on addition to the library of anyone who uses microeconometric methods.

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  1. ISBN-10
    1597180734
  2. ISBN-13
    978-1597180733
  3. Edition
    2nd
  4. Publisher
    Stata Press
  5. Publication date
    March 9, 2010
  6. Language
    English
  7. Dimensions
    7.28 x 1.61 x 9.25 inches
  8. Print length
    706 pages
  9. See all details
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Product details

  • Publisher ‏ : ‎ Stata Press; 2nd edition (March 9, 2010)
  • Language ‏ : ‎ English
  • Paperback ‏ : ‎ 706 pages
  • ISBN-10 ‏ : ‎ 1597180734
  • ISBN-13 ‏ : ‎ 978-1597180733
  • Item Weight ‏ : ‎ 3.25 pounds
  • Dimensions ‏ : ‎ 7.28 x 1.61 x 9.25 inches
  • Customer Reviews:
    4.7 4.7 out of 5 stars 130 ratings

About the authors

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  1. Adrian Colin Cameron

    Adrian Colin Cameron

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  2. Pravin K. Trivedi

    Pravin K. Trivedi

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    Pravin K. Trivedi is a Distinguished Professor Emeritus at Indiana-University Bloomington and an honorary professor in the School of Economics at the University of Queensland. He has taught Econometrics in The United States, England, Europe, and Australia. He has coauthored with Colin Cameron: Regression Analysis of Count Data,; Microeconometrics : Methods and Applications; and Microeconometrics with Stata. He has also coauthored (with David Zimmer) Copula Modeling in Econometrics: An Introduction for Practitioners. He has served as a Coeditor of the Econometrics Journal and associate editor of the Journal of Applied Econometrics. His research interests include microeconometrics and health economics.

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  3. A. Colin Cameron

    A. Colin Cameron

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    Colin Cameron was educated at the Australian National University (undergraduate) and Stanford University (graduate). He is currently a Professor of Economics in the Department of Economics at the University of California – Davis, where he teaches econometrics courses at various levels as well as an undergraduate course in health economics, and is a visiting Professor at University of Sydney.

    Colin Cameron's main research is in microeconometrics for cross-section data and has appeared in many of the leading all-round economics journals and econometrics field journals. His most notable research is on count data modeling and on cluster-robust inference for regression. He is the author of "Analysis of Economics Data: An Introduction to Econometrics" and is the coauthor with Pravin Trivedi of three leading books in microeconometrics: "Regression Analysis of Count Data", "Microeconometrics: Methods and Applications", and "Microeconometrics using Stata". His research and books have received over 50,000 Google Scholar citations. His webpage is cameron.econ.ucdavis.edu.

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Customer reviews

4.7 out of 5 stars
4.7 out of 5
130 global ratings

Top reviews from the United States

Melissa W.
5.0 out of 5 stars Should be Required Text for Econometrics Classes
Reviewed in the United States on May 28, 2012
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This book is terrific. It provides a nice bridge between the Stata manuals and traditional econometrics textbooks (like Wooldridge or Greene). It gives details not only on the Stata commands, but also context for when you might choose different model specifications or tests.

The examples are great. For instance, in section 5.3 "Modeling heteroskedastic data" using GLS, the authors describe two different ways to deal with heteroskedasticity: robust standard errors and FGLS. First they walk you through creating a simulated dataset, performing OLS estimation, then performing OLS with heteroskedastic-robust standard errors (using the "robust" option), and compare the results. Next they show you how to plot the errors to visualize the nature of the heteroskedasticity, as well as how to perform different tests for heteroskedasticity in Stata (and which ones assume normality). Then they walk you through step-by-step how to implement FGLS (the second method), concluding with a discussion of how to augment FGLS with weighted least squares for robustness.

I love that it is concise but thorough, and very well organized. The cross-references help a lot when the authors refer to something that they've explained in more detail elsewhere.

I only wish I had discovered it during my first semester of graduate level econometrics. I highly recommend it, and think it would be great if professors required it (or at least encouraged their students to get it). It's appropriate for upper-level undergraduate or master's level econometrics classes.
12 people found this helpful
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S. Frazelle
5.0 out of 5 stars Best book for modeling in STATA
Reviewed in the United States on December 15, 2010
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This is an excellent econometrics book for people who want to USE econometrics and still understand, theoretically, the difference between the models. There are brief descriptions of the theory (including equations) about each model before a very detailed explanation about how to code the model into STATA. I've taken several Econometrics courses and, for me, the challenge has typically been, "yes, but how do I transform my data to do that in real life". Answers are here as long as you are comfortable with using the typical STATA manual instructions. I'd say the advantage of this book over the help manual is how nicely all the models are packaged together. I found myself simply reading through the book and trying models and robustness checks I might not have previously thought of. It covers everything from cross-sectional to panel, including bootstrapping and simulations. It also includes some handy graphing techniques.

Coupled with the help guide already installed in STATA 11, this book is perfect for taking data from a raw form and transferring it into the most up-to-date models. The applications go much further than a grad school textbook.
20 people found this helpful
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Johan
5.0 out of 5 stars a godsend
Reviewed in the United States on April 17, 2012
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I'm finishing up my undergraduate in econ, and I've been working really hard on doing applied research using Stata, and this book has been an absolute godsend. I'm taking Econometrics right now, and I have an actual textbook for the class, but I decided to buy this book too, and it has explained Stata better than either my professor or textbook has at all. There's a massive amount of information to the book, but thanks to incredibly good organization, and a detailed index, the book works great for either either reference or reading cover to cover
9 people found this helpful
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EV
5.0 out of 5 stars Must have STATA book!
Reviewed in the United States on November 26, 2013
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I have Ph.D. in economics, and I use STATA for my research a lot. As experienced applied econometrician, I can say that this is a "must have" book if you do a lot of applied econometrics.

It is a well written book, and it is very easy to read it. This book is a "how to do" book. You will not find a lot of long explanations of different econometric concepts in it, instead you will find a brief and straight to the point information and guidelines plus tons of examples! All the examples are accompanied with STATA code, so you always know how to get the results that you see in the book, and as a result it is always easy to adjust the code for your needs!

I would definitely recommend this book to all applied econometricians who use STATA as well as to people who want to learn how to use STATA!
6 people found this helpful
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rebecca
4.0 out of 5 stars Great instruction
Reviewed in the United States on January 14, 2013
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This is a great book it's all about how to write the code rather than theory which for me is more useful. Great examples of both code and output that shows you where and how to add things.
One person found this helpful
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SueDonym
5.0 out of 5 stars Excellent text or independent learning.
Reviewed in the United States on March 25, 2011
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Stata is the package that virtually all microeconometricians use. This is a great book for learning Stata. It is also a great book for learnning microecoometrics. It is the best book for learning microecoometrics with Stata.

A capable econometrician can teach him/herself Stata independently with the book. It's the perfect text for an uppper level undergraduate, or graduate applied microeconometrics class.

Explains standard topics well and also includes sections on more recent research such as weak instruments.
4 people found this helpful
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Siyu
5.0 out of 5 stars The best Stata book I have ever had
Reviewed in the United States on March 4, 2014
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The book is very practical, if you want to know the theory part, you can get 'Microeconometrics -methods and applications by Cameron and Trivedi' But need to be careful about the wrong examples they use. For example, heckman correction, they use same independent variable list for regression and selection rule but in that case the parameters would not be identified, they mentioned that at the very end of the example very briefly
2 people found this helpful
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Guilherme Stein
5.0 out of 5 stars Straightforward and easy to understand
Reviewed in the United States on March 24, 2013
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Great book. It has solved all my problems. If you are a beginner on Stata, this book will teach you all the basic stuff. Moreover, if you are not a beginner, but you have some doubts on how running some method, this book will also help you.
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Top reviews from other countries

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deal with it
5.0 out of 5 stars Great Book at a reasonable price!
Reviewed in the United Kingdom on January 9, 2021
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I have been looking for to buy this book for some time; but due to high price I didn't. Now, I got brand new book for just 40 British Pounds! Delivery was super (within 24 hrs!). Am so glad!
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Amazon Customer
5.0 out of 5 stars El libro práctico más completo.
Reviewed in Mexico on November 22, 2017
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Es un libro excelente, con los contenidos muy bien explicados. Espero que los autores algún día hagan un libro de Microeconometría con aplicaciones en software libre (R) y no se limiten a STATA.
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Ale Speranza
5.0 out of 5 stars Aspettative confermate
Reviewed in Italy on October 16, 2019
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Un ottimo libro, sia per i neofiti che per gli esperti
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y.h.
5.0 out of 5 stars Five Stars
Reviewed in Canada on January 29, 2017
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good
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崔 善.
5.0 out of 5 stars Perfect!!
Reviewed in Japan on August 14, 2020
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とても分かりやすく書いており、非常にます。
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