Last updated: 27 July 2004
Photo used with permission of the WZB
2004 German Stata Users Group meeting
Monday, 5 April 2004
Wissenschaftszentrum Berlin (WZB)
Reichpietschufer 50
D-10785 Berlina
Germany
Original meeting announcement
The second German Stata Users Group Meeting will be held on Monday, 5 April
2004 in Berlin at the Wissenschaftszentrum Berlin (WZB).
The content of the meeting is being organized by Johannes Giesecke,
Humboldt University Berlin
([email protected]) and Ulrich Kohler, WZB
([email protected]).
Presentations will focus on three main topics:
user-written Stata programs, research and teaching experience using Stata,
and critiques of Stata facilities in specific fields. The conference
language was in English due to the 'international' nature of the meeting
and the participation of non-German guest speakers.
Proceedings
Nick Cox,
Durham University, UK
-
Abstract
Circular data are a large class of directional data, which are of interest to
scientists in many fields, including biologists (movements of migrating
animals), meteorologists (winds), geologists (directions of joints and faults),
and geomorphologists (landforms, oriented stones). These examples are all
recordable as compass bearings relative to North. Other examples include
phenomena that are periodic in time, including those dependent on time of day
(in biomedical statistics: hospital visits or times of birth) or time of year
(in applied economics: unemployment or sales variations).
The analysis of circular data is an odd corner of statistical science that
many never visit, even though it has a long and curious history. Moreover, it
seems that no major statistical language provides direct support for circular
statistics.
This talk describes the development and use of some routines that have been
written in Stata, primarily to allow graphical and exploratory analyses. In
2004, such routines are being rewritten, especially to allow use of the new
graphics of Stata 8.
Stephen P. Jenkins,
ISER, University of Essex
-
Abstract
This talk will describe some programs to fit generalized beta of the second
kind, Singh-Maddala, Dagum, and lognormal distributions to data on income or
indeed any other skewed variable of interest. The programs allow the key
distributional parameters to vary with covariates, and also handle svy
data. (The programs use features introduced to ml in version 8.1.) To
assess goodness of fit graphically, one can draw q-q and p-p plots using
programs written by Nick Cox.
Additional information
Jenkins.pdf
Ben Jann,
ETH Zurich
-
Abstract
At the first German Stata Users Group meeting, Hildegard Schaeper raised the
issue of tabulating multiple response sets with Stata. Hildegard presented two
of her own programs to deal with multiple responses and identified a number of
remaining problems. In my contribution, I will re-address the issue and present
a revised and considerably extended module to compute one- and two-way tables
of multiple responses. The new program handles dichotomously or polytomously
held response sets, calculates absolute frequencies as well as frequencies
relative to responses and/or cases, supports string variables, appropriately
labels rows and columns, allows complex case selection and specification of a
list or range of valid responses, offers significance tests for two-way
tables, and optionally saves response indicator variables. Tables are neatly
formatted and split into pieces if too wide to fit the screen. The program is
byable and weights are allowed.
Additional information
Jann.pdf
Dankwart Plattner,
KfW Frankfurt
-
Abstract
Stata dialogs are somewhat cumbersome and difficult to implement. However,
they are also powerful and helpful, especially when used together with
ado-files. With the help of the latter, dialogs can even be sort of dynamic,
as the example I present shows. To my knowledge, this has never been done
before.
Stata lacks a recent file list. It is replicated and enhanced with this
start-up-dialog, which presents the user with three lists of data files opened
before (recent 5, 5 most popular, all) and allows one to chose among them to
open one or select a file never used before, open it and add it to the file
lists. In addition, one can select a proper log file to use with the opened
file and set the memory needed to open the data file (the dialog proposes a
suitable value). The user may also enter a description for each file opened in
order to have a better overview over her projects. The dialog may be most
useful on start-up but can be called also during a current session. It closes
open files (and saves them on request) in order to open the selected ones.
The dialog presented shows how to exchange values with ado-files (back and
forth). It also shows how one can debug dialog scripts and programs, albeit
in a very rough manner only. Some limitations of Stata dialogs are also
discussed. Several additions and enhancements to the dialog are possible.
Ulrich Kohler,
WZB
-
Abstract
Biplots display correlations and differences in means and standard deviations
of many variables on one graph, together with the values of the plotted
variables and approximations of the Euclidean distance between the
observations. Biplots are useful for identifying clusters of observations,
guiding interpretation of factor analyses, detecting multivariate outliers,
and getting an idea about the correlation structure of the data. The talk will
demonstrate the merits of biplots and discuss the development of a new version
of biplot.ado for Stata 8.2.
Additional information
Kohler.pdf
Roberto Gutierrez,
StataCorp
-
Abstract
Partially linear models are linear regression models where one component
is allowed to vary nonparmetrically. Generalized partially linear models
generalize this case from linear regression to the quasi-likelihood setting
of standard GLIMs, thus encompassing a larger class models including
logistic, Poisson, and Gamma regression. Athough estimation for these models
is possible in official Stata via fractional polynomials, this approach is
entirely nonparametric and uses a local-linear smooth to estimate the
"nonlinear" component. The Stata command gplm for fitting generalized
partially linear models is discussed and demonstrated.
Additional information
Gutierrez.pdf
Peter Haan,
DIW
-
Abstract
Estimating labor supply functions using a discrete rather than a continuous
specification has become increasingly popular in recent years. The main
advantage of the discrete choice approach compared to continuous
specifications derives from the possibility to model nonlinearities in budget
functions. However, the standard discrete choice approach, the conditional
logit model, is based on some restrictive assumptions. Econometric literature
has suggested more general discrete choice models. However, these less
restrictive specifications have shown to incur very high computational cost,
which might obstruct the estimation of confidence intervals of marginal
effects or elasticities. It is therefore of particular interest for applied
research, which approach is more adequate when analyzing discrete choice
models.
In my analysis, I estimate different model specifications of a household
utility function drawing on micro data of the GSOEP. For the estimation, I
employ the Stata program GLLAMM, developed by Sophia Rabe-Hesketh et al.
(2001). The idea is to test whether the results derived from the different
specifications differ significantly. My findings suggest that for
computational reasons, standard discrete choice models that are more
restrictive in their assumptions regarding error variances, seem to represent
the adequate model choice for the analysis of labor supply functions on basis
of the GSOEP.
Additional information
Haan.pdf
Andreas Stephan and Oleksandr Talavera,
European University Viadrina, DIW
-
Abstract
In this paper, we investigate the link between optimal level of leverage and
macroeconomic uncertainty. Using the model of firm's value maximization, we
show that as macroeconomic uncertainty increases, captured by an increase in
the variability of industrial production or inflation, firms decrease their
optimal levels of borrowing. We test this prediction on a panel of
non-financial US firms drawn from the annual COMPUSTAT quarterly database
covering the period 1990-2000 and find that as macroeconomic uncertainty
increases, firms behave to decrease their levels of leverage. Our results are
robust with respect to the inclusion of macroeconomic factors, such as interest
rate, inflation, and index of leading indicators.
Additional information
Talavera.pdf
Oleg Badunenko
-
Abstract
This paper explores the distribution of the technical efficiencies across
German manufacturing industries and looks at the association of technical
efficiency to other economic categories. Aggregating 1995 to 2001 firm-level
data yields an unbalanced panel with 241 cross-sections (industries). While
the unbalanced nature of the data precludes some time-varying specifications,
one can estimate the parameters of a time-invariant fixed-effects model. With
only one industry being fully efficient, the rest perform poorly, having an
efficiency mode of .32. To account for outliers 7 industries were dropped from
the sample (a 2.9% reduction of the sample). In the smaller sample, the
estimated mode of technical efficiency is .78. The distribution of TE is only
slightly positively skewed, contrary to the rationale for using a one-sided
distribution for the efficiencies. This problem has been noticed by other
researchers, and so far the only solution proposed has involved changing the
assumed distribution for the technical efficiencies. However, since
fixed-effects estimation does not assume a particular distribution for the
firm level inefficiencies, our purified-of-outliers scores of technical
efficiencies can be trusted and used as endogenous variable in further
analysis.
Additional information
Badunenko.pdf
Joanna Cieciel and Andrzej Tomaszewski,
Department of Economics, University of Warsaw
-
Abstract
Children require not only financial expenditures but also expenditures of
time; thus, the number of children and distribution of their births in time
remains in conflict with the aspiration of parents after career and their
quest for satisfactory work. Cost of child includes not only expenditures of
parents on goods and services but also alternative costs of time devoted to
bringing up children, resulting from a loss of the part or the whole of income
due to having the child. This problem applies mainly to women, who despite
social transformations and growing occupational activity continue to be main
suppliers of time for children care. Maternity restrains a woman's
possibilities in the labor market not only through reduction of hours that
she can spend at work. She gets lower wages also because of a disturbed career
and smaller mobility than a childless woman. A prolonged gap in occupational
activity results as well in a decrease of the long-term ability to gaining
income — it diminishes total net income obtained during the lifetime (fewer
years in work). This entails lower savings for a retirement fund. This paper
consists of empirical estimations of models of women's participation in
labor market taking into account endogeneity of fertility, which are
subsequently employed as a selection equation in Heckman model of influence of
having children on mothers' wages. Thus, we attempt to assess the fraction of
income lost by a woman who decided to have children. We employ a
cross-sectional and panel-data model on household budgets in Poland and
Germany. The data used in estimation are taken from a database created by the
Consortium of Household Panels for European Socio-economic Research (CHER)
with the exception of the cross-sectional model for Poland, which is estimated
on a broader survey conducted by the Polish Central Statistical Office.
Additional information
Ciecielag_Tomaszewski.pdf
Svend Juul,
Department of Epidemiology and Social Medicine, University of Aarhus, Denmark
-
Abstract
During a long history with a lot of people involved, Stata has grown and
flourished. It seems, however, that the needs of the newcomer don't get the
attention they deserve. I switched from SPSS to Stata three years ago, and I
am happy now, but I still remember my initial troubles. Also, when teaching
Stata to new users, I see them repeatedly encounter the same problems and
difficulties.
During the presentation, I will demonstrate some shortcomings of Stata for new
users. I will also give constructive suggestions for improvements.
Additional information
Juul.pdf
