
Instructor: Jeff Pitblado, Executive Director, Statistical Software, StataCorp
Thursday, 2 October | 10:00 a.m.–12:00 p.m.
Queen Salon | Ottawa Marriott Hotel
We will start with Stata’s official commands that build tables: table, dtable, and etable. With these commands, you have the tools to construct almost any table you may need. These commands are part of the collect suite that we will also use to customize, style, rearrange, and export tables to your documents.
Instructor: David Schenck, Senior Econometrician and Software Developer, StataCorp
Thursday, 2 October | 1:00–3:00 p.m.
Queen Salon | Ottawa Marriott Hotel
In this workshop, you will learn how to solve and estimate the parameters of DSGE models in Stata. I begin by describing the syntax for expressing DSGE models. We then solve both linear and nonlinear DSGE models, compute their policies and transition matrices, and trace out impulse–response functions. I will demonstrate how to estimate model parameters both by maximum likelihood and with Bayesian methods.
Christopher F. Baum is a professor of economics and social work at Boston College. He is an associate editor of the Stata Journal and received the Stata Journal Editors' Prize in 2022. He is the author or coauthor of three Stata Press books and has coauthored several community-contributed Stata commands. Baum founded and manages the Boston College Statistical Software Components (SSC) Archive at RePEc (http://repec.org). His recent research has addressed issues in social epidemiology, time-series econometrics, and the progress of refugee immigrants in developed economies.
James G. MacKinnon is a distinguished econometrician who received his bachelor's degree from York University in 1971 and master's and PhD degrees from Princeton University, graduating in 1975. He then began his career at Queen's University in Kingston, Ontario, where he spent his entire academic career, becoming an associate professor in 1978 and a full professor in 1982, before becoming the first Sir Edward Peacock Professor of Econometrics in 1991. He retired after 50 years at Queen's in 2025.
MacKinnon has authored numerous groudbreaking articles that have been published in top journals, including Econometrica, the Journal of Business and Economic Statistics, the Journal of Econometrics, and the Journal of Applied Econometrics. In recent decades, his core research interests have been in bootstrap methods and cluster–robust inference. His work is widely cited.
MacKinnon is esteemed not only for his scholarly contributions but also for his commitment to service and scholarship. He has served on numerous editorial boards of major journals, and he founded and managed the JAE Data Archive for many years. For his contributions to scholarship, he has been elected a Fellow of the Econometric Society, of the Canadian Economics Association, and of the Royal Society of Canada. He also served as the President of the Canadian Economics Association in 2001–2002.
This study explores public perceptions of Bitcoin prices and the factors shaping them using data from the Bitcoin omnibus survey conducted by the Bank of Canada from 2017 to 2021. Through regression analysis and Oaxaca–Blinder decomposition, I examine differences in price expectations between Bitcoin owners and nonowners. Additionally, I investigate how demographic characteristics, Bitcoin knowledge, and financial literacy influence these views. My findings reveal significant disparities, with owners consistently more optimistic about future prices than nonowners. The Oaxaca–Blinder decomposition shows that only a small portion of this gap is explained by observable characteristics, suggesting the presence of unobserved influences. Bitcoin knowledge emerges as a key explanatory variable, accounting for much of the explained difference, while demographic factors—such as age, gender, and education—also play important roles.
This presentation extends the literature on firm dynamics by incorporating ownership networks and financing in the study of firm growth. I observe co-ownership connections for the universe of privately owned Ecuadorian manufacturing firms between 2000 and 2019. The structure of my data allows to construct ownership network variables and determine their impact on firm growth in a quantile fixed-effect dynamic regression framework. This approach uncovers the heterogeneous impact of firm age on firm growth across the entire conditional firm-growth distributions and statistically significant leverage and network effects. The relationship between firm growth and leverage remains positive with the inclusion of ownership networks. For young firms, the results indicate that there is no significant relationship between age and growth. This result suggests that financial variables continue to matter and that ownership networks capture alternative aspects of firm dynamics that have not been previously acknowledged.
Most Stata users' programming skills are focused on the development of do-files that make use of Stata's many features for automation of data management, statistics, and graphics. Do-file programming is a valuable skill because it is the foundation of reproducible research—an important issue in every discipline. Many Stata users may not have taken advantage of Stata's development tools to take the next step: the construction of ado-files, or Stata programs, to further automate frequent tasks. A key feature of the Stata programming language is its integration with Mata. Many users say that some day, they will figure out what Mata might do for them. That day should be today, given the many important capabilities that Mata provides, including easy handling of matrices, speed improvements for computationally demanding tasks, and the ease of integration between Stata and Mata workspaces. This presentation will provide several worked examples of ado-file and Mata programming.
Causal inference aims to identify and quantify a causal effect. With traditional causal inference methods, we can estimate the overall effect of a treatment on an outcome. When we want to better understand a causal effect, we can use causal mediation analysis to decompose the effect into a direct effect of the treatment on the outcome and an indirect effect through another variable, the mediator. Causal mediation analysis can be performed in many situations—the outcome and mediator variables may be continuous, binary, or count, and the treatment variable may be binary, multivalued, or continuous.
In this presentation, I will introduce the framework for causal mediation analysis and demonstrate how to perform this analysis with the mediate command. Examples will include various combinations of outcome, mediator, and treatment types.
This study evaluates the impact of Mexico’s pension for older adults (PAM)—formerly known as Programa 65 y Más—on inequality and poverty using microdata from the national survey of household income and expenditure (ENIGH) for the period 2016–2022. The analysis employs inequality measures: a Tobit model and a Heckman two-step selection model to assess the redistributive effects of this noncontributory pension scheme while correcting for potential selection bias. To measure inequality, I compute Lorenz curves, estimate inequality indices (Gini, Theil, among others), and apply the Atkinson index to evaluate inequality aversion. To assess the effect of PAM on poverty, I use the Foster–Greer–Thorbecke (FGT) index as the dependent variable in a Tobit model, which accounts for its censored nature at 0 (for nonpoor households). Given that participation in PAM is not random, I also implement a Heckman selection model, using a probit regression in the first stage to estimate the probability of receiving the pension and incorporating the inverse Mills ratio in the second stage to correct for selection bias. Results suggest that PAM has a modest yet statistically significant effect on reducing income inequality among older adults. However, its impact on poverty is limited because the transfer amount remains insufficient to lift most beneficiaries above the poverty line. This study provides empirical evidence on the redistributive role of noncontributory pensions in Mexico.
I introduce a Stata package for the difference-in-differences estimator for unpoolable data (UN-DID), designed for settings where data from treatment and control units are partitioned across silos that cannot be pooled because of legal, technical, or institutional constraints. UN-DID estimates the average treatment effect on the treated (ATET) by computing within-silo pre- and post differences and aggregating these across silos. The estimator is unbiased under parallel trends across silos and accommodates both common and staggered adoption. For inference, I implement a randomization-based procedure and a jackknife standard-error estimator that remains valid under treatment-effect heterogeneity and variation in treatment timing. To support implementation in applied work, I developed a three-stage Stata interface (undid) for executing the UN-DID procedure. Users begin by specifying unit identifiers and treatment timings in a simple initialization file. The software then prepares the required difference calculations within each silo, followed by a final estimation stage that calculates ATETs and computes p-values. The interface supports optional covariate adjustment and produces descriptive statistics and identification diagnostics. The Stata package is designed for collaborative environments where direct pooling of data across treatment and control units is not possible, such as multijurisdictional research settings or contexts with confidentiality constraints.
Monte Carlo simulations in Stata are often constrained by the software’s memory architecture, particularly when the total number of replications required for inference or robustness checks is large. As memory consumption accumulates over the course of a simulation, performance can degrade severely, with many replications failing because of insufficient available RAM. This poster presents a procedure that bypasses these constraints by dividing the full simulation task into smaller, memory-manageable batches, which are executed independently in separate Stata sessions. The method relies on partitioning the total number of replications, \(R\), into \(B\) batches of \(r\) replications each, where \(R=B×r\). Each batch is encoded in a distinct Stata do-file, generated automatically via a short Python script. These batch files are then executed sequentially or in parallel using a Bash shell script. Because each batch runs in its own instance of Stata, memory usage is reset between runs, preventing the accumulation of data across replications. This approach allows simulations that were previously infeasible because of RAM limitations to run to completion. In addition to resolving memory constraints, the method enables embarrassingly parallel computation on multicore machines without requiring any specialized parallel-processing software. By assigning different batch files to different processor cores via concurrent shell calls, total run time can be substantially reduced. After a brief setup phase involving preprocessing and batch generation, the entire simulation can be launched with a single command. The proposed workflow improves the feasibility and efficiency of large-scale Monte Carlo experiments in Stata, especially in environments with modest hardware and limited software support for parallelization.
I introduce didint, a Stata wrapper for the Julia-based DiDInt.jl package, which implements a recent extension of the interaction difference-in-differences estimator to account for covariates. The method, proposed by Karim and Webb (2024), addresses bias that can arise when adjusting for covariates in staggered adoption settings—especially when the common causal covariates (CCC) assumption is violated. didint estimates the average treatment effect on the treated (ATET) by applying a regression-based residualization approach that allows for state-level, time-level, or fully interacted (state-by-time) varying controls. The command supports multiple specifications via the ccc() option, enabling researchers to flexibly compare assumptions about the role of covariates in the data-generating process. In addition to covariate handling, didint implements both a cluster jackknife and a randomization inference procedure, allowing users to construct cluster–robust p-values, especially when few units are treated or treatment timing is concentrated. The interface is designed for flexibility in applied research: users specify outcome, time, and state variables, treatment timing, and optional control variables. Additional options include custom time frequencies, automatic cohort length adjustment, and full compatibility with panel data. Estimates and inference results (ATETs, standard errors, and p-values) are returned directly to the active Stata dataset for immediate use. This presentation will briefly describe the underlying methodology and demonstrate its application to empirical examples. didint equips Stata users with a robust and principled framework for conducting difference-in-differences analyses with covariates in staggered treatment designs.
This project aims to examine the relationship between women's household bargaining power and their adoption of modern contraception in Zambia, using the 2018 DHS survey data. Relying on direct measures of women's bargaining power (as indicated by the preexisting literature), which include a woman's ability to make decisions about her own healthcare, large household purchases, small household purchases, visits to her family and friends, and contraceptive use, as well as measures of her autonomous financial capability. This measure of financial capability is then interacted with a woman's ability to make healthcare decisions solely or jointly with her husband, to shed additional light on the influence that bargaining power has on the uptake of modern contraceptive methods. Having both financial capability and the sole ability to make healthcare decisions for herself increases a woman's probability of adopting modern contraception.
The bta2score command (short for “beta to score”) is a Stata utility designed to transform postestimation regression coefficients into a practical, interpretable scoring system for immediate clinical decision-making, particularly in time-sensitive or urgent settings. The command accepts outputs from commonly used regression procedures—namely, regress, glm, logistic, logit, and stcox. Its primary function is to generate rounded item scores and a total score from multivariable model coefficients. This transformation enables clinicians to apply the scoring system without needing computational tools, making it suitable for bedside use. Importantly, bta2score is also compatible with ordinal logistic regression models by requiring only one odds ratio per predictor, avoiding the complexity of category-specific estimates. The command handles various variable types, including continuous, binary, indicator (i.), and categorical predictors, by converting their coefficients into discrete item scores—typically as integers or scores with one decimal precision (for example, 0.5). These item scores are then summed into a single total score. The algorithm consists of three main steps: (1) division—each coefficient is divided by the smallest coefficient in absolute value, preserving the sign of negative coefficients; (2) rounding—the resulting values are rounded to the nearest user-specified unit (for example, 1 or 0.5); and (3) summation—the rounded scores are summed into a new variable representing the total score. This scoring system mirrors the simplicity and practicality of established clinical tools such as the Alvarado Score, APGAR Score, Glasgow Coma Scale, and Ottawa Ankle Rule. By creating transparent, interpretable clinical scores from regression models, bta2score facilitates evidence-based, real-time decisions without the need for digital devices—enhancing clinical workflow and supporting resource-limited environments.
This study investigates the empirical relevance of the Phillips Curve in Liberia from 2001 to 2023, addressing a critical research gap in fragile, low-income economies. Despite extensive global literature, Liberia’s inflation–unemployment dynamics remain understudied amid persistent macroeconomic volatility and structural labor market weaknesses. This study employs a multimethod econometric framework, including OLS, robust and quantile regressions, and vector autoregressive (VAR) models, to evaluate the interplay between inflation, unemployment, money supply, and exchange rate. Granger causality, impulse–response, and variance decomposition techniques reinforce the analysis, revealing strong, bidirectional feedback between exchange rate movements and inflation. Findings show a weak but negative short-run relationship between inflation and unemployment, broadly validating the Phillips Curve hypothesis. Exchange rate depreciation consistently emerges as the primary driver of inflation, while money supply exhibits an unexpected but statistically significant deflationary effect. Interaction terms suggest the inflation–unemployment relationship is conditioned by macroeconomic context. The study concludes that inflation control in Liberia requires exchange rate stabilization, targeted structural reforms, and employment-sensitive policies. These findings challenge monetarist orthodoxy and highlight the need for integrated, context-specific macroeconomic strategies in postconflict settings.
Although cluster–robust standard errors are widely used, they can sometimes yield very unreliable inferences. Tests and confidence intervals based on the usual (CV1) standard errors are known to work poorly in certain circumstances, such as when there are few clusters, few treated clusters, or clusters that vary greatly in size or other features. Numerous methods have been proposed to obtain more reliable inferences. These include alternative standard errors, such as ones based on the cluster jackknife (CV3), nonstandard critical values, and bootstrap methods. I discuss what we have learned from the recent literature and attempt to provide some guidance for how to deal with cases where alternative methods yield conflicting results. The talk focuses on linear regression models, but logit models will also be discussed.
This presentation introduces two Stata packages: twowayjack and csdidjack, which implement jackknife-based inference for models with clustered data. The twowayjack command provides robust inference for OLS regression models with two-way clustering, such as by unit and time. It implements the CV3 standard errors from MacKinnon, Nielsen, and Webb (2024), which are designed to remain valid even with few clusters in one or both dimensions. These estimators omit one-cluster resampling to account for dependence across both clustering dimensions. The csdidjack command applies these ideas to the csdid estimator of Callaway and Sant'Anna (2021), providing improved inference for average treatment effects on the treated (ATET) in staggered adoption settings. It also supports jackknife-based CV3 inference for calendar-time, cohort-based, and ATET_gt effects. The underlying methodology is described in MacKinnon, Nielsen, Webb, and Karim (2025), which extends jackknife and bootstrap inference to this setting. Both tools offer practical solutions for empirical researchers facing clustered data and limited numbers of clusters. The packages are freely available on GitHub as community-contributed Stata commands: twowayjack and csdidjack.
aaaft_rils implements a simulation-based rank inference procedure to estimate the effect of a treatment or risk variable using projected residuals and rank statistics. The method is robust to nonlinearity and does not require classical distributional assumptions such as normality or homoskedasticity.
The mapsm command (multiple arms propensity-score matching) is a Stata utility designed to perform stratified propensity-score matching for studies with two or more treatment arms. For two-arm studies, it uses binary logistic regression to generate a propensity score (0–1), which is divided into 10 strata. Subjects are matched 1:1 within each stratum between treatment groups. For studies with three or more arms, mapsm applies multinomial logistic regression to estimate a set of propensity scores per subject, reflecting the likelihood of assignment to each treatment. Each set is stratified into 10 intervals, and matched sets are formed across arms in equal ratios (for example, 1:1:1). To enhance postmatching comparability, mapsm iterates the matching process with varying random seeds and selects the best result based on balance diagnostics such as standardized mean differences. The best seed is reported for reproducibility, ensuring optimal balance across treatment groups.
TBD
Contribute to the Stata community by sharing your feedback with StataCorp's developers. From feature improvements to bug fixes and new ways to analyze data, we want to hear how Stata can be made better for our users.
The scientific committee is responsible for the Canadian Stata Conference program. With submissions encouraged from both new and longtime Stata users from all backgrounds, the committee will review all abstracts in developing an exciting, diverse, and informative program. We look forward to seeing you in Ottawa!
Anson Ho is an associate professor in the Real Estate Management Department at Toronto Metropolitan University. His primary research interests include consumer finance, housing, and macroeconomics. Prior to joining Toronto Metropolitan University in 2020, Anson was a senior economist in the Financial Stability Department at the Bank of Canada (2016–2020) and an assistant professor at Kansas State University (2011–2016). Anson received his PhD in economics from the University of Iowa in 2011.
Marcel Voia is an economist and a research fellow at the Laboratoire d’Economie d’Orléans (LEO) CNRS. His research interests focus on theoretical and applied econometrics. His work covers several areas of theoretical econometrics: distribution analysis, dynamic models, and duration models with applications in areas of industrial organization, banking, energy, environment, political science, education, and health.
Dr. Nisha Malhotra heads the data analysis team at the Birthplace Lab at the Faculty of Medicine, University of British Columbia, where her recent research projects focus on inequities in maternity care in the United States and Canada. Dr. Malhotra is an interdisciplinary researcher focusing on global health, gender, and development. Dr. Malhotra earned her doctorate at the University of Maryland, College Park.
Murtaza Haider is a professor and Radhe Krishna Gupta Executive Chair in Cities and Communities at the Alberta School of Business, as well as the Executive Director of the Cities Institute at the University of Alberta. Previously, he served as the Associate Dean of Graduate Programs and a full professor of data science and real estate management at Toronto Metropolitan University (TMU). He has also been the Research Director of the Urban Analytics Institute. His roles at TMU have included Associate Dean of Research, Director of Internationalization, Director of the School of Health Services Management, and Acting Chair of the Real Estate Management program. Formerly, he was an assistant professor at McGill University, where he established the Urban Systems Lab.
Professor Haider’s research focuses on business analytics, housing markets, transportation, infrastructure, and human development in Canada and South Asia. He authored Getting Started with Data Science (2015) and has developed popular online courses in data science with IBM, including “Intro to Data Science,” which has reached over a million learners globally.
He is a syndicated columnist with Postmedia, and his weekly columns on real estate appear in The National Post and regional newspapers. He holds a master's and PhD in civil engineering from the University of Toronto.
Dr. Leslie-Anne (LA) Keown is the Executive Director of the Canadian Institute for Public Safety Research and Treatment (CIPSRT), which focuses on well-being and mental health for public safety personnel. In this role, she brings her expertise and extensive experience conducting leading edge research and occupying leadership roles with the Correctional Service of Canada and Statistics Canada to CIPSRT.
Dr. Keown holds a bachelor of arts (First Class Honours) degree in sociology from the University of Calgary, as well as her master of arts (sociology) and her PhD (sociology) from the University of Calgary. She is cross-appointed to Justice Studies and Sociology and Social Studies as an associate professor at the University of Regina. She is also an adjunct research professor with the Department of Sociology and Anthropology at Carleton University. She has authored numerous publications, including articles in the leading journals in her field, and has been the recipient of numerous academic scholarships and awards.
Dr. Keown is a Killam Laureate. Her research interests are varied but centered on the Canadian criminal justice system and research methodologies that focus on mixed methods or advanced quantitative techniques.
Kristin MacDonald is Executive Director, Statistical Services at StataCorp LLC. Kristin has been with Stata since 2006. Her primary responsibilities include Stata documentation, statistical aspects of marketing, and coordination of Stata training. She also collaborates with Stata developers, especially in design and documentation of commands for structural equation modeling, multilevel modeling, item response theory, and causal inference. Kristin holds a master's degree in statistics from Texas A&M University.
David Schenck is a Senior Econometrician at StataCorp LLC. He earned his bachelor's degree in economics from Vanderbilt University and a PhD in economics from Boston College. His interests include time series, Bayesian analysis, and macroeconomics. At Stata, he is the primary developer of DSGE and other time-series features.
Jeff Pitblado is Executive Director, Statistical Software at StataCorp LLC. Jeff has been developing Stata since 2001. Jeff's most notable contributions to Stata include prefix commands svy, bootstrap, fmm, jackknife, nestreg, permute, simulate, and statsby, as well as features like maximum likelihood estimation, factor variables, predictive margins and marginal effects, structural equation models, multilevel mixed-effects models, finite mixture models, latent class models, item response theory models, and something else he forgot about. Jeff has a PhD in statistics from Southern Methodist University.
Chinh Nguyen is Vice President, Software Design at StataCorp LLC. Chinh has been with StataCorp since 1994. His primary responsibility is to oversee nonstatistical and interface development of Stata. He is the primary developer of Stata for Mac and Stata for Unix and is an active participant in developing Stata for Windows. Chinh has a bachelor's degree in computer science from Texas A&M University.
Users' dinner
$55
Stata Conference attendees are invited to join us for our users’ dinner on Friday, 3 October after the close of the conference. Seating for the users' dinner is limited and you must register to attend.
Add this option during registration.
Stata Conference attendees are invited to join us for our annual users’ dinner at Beckta on Friday, 3 October at 6:30 p.m. Enjoy legendary Canadian cuisine using signature Canadian ingredients, and high-touch hospitality, while you network with other Stata users and Stata developers. Limited seating is available, and you must register above to attend.
Beckta
150 Elgin Street
Ottawa, ON K2P 2P8
(613) 238-7063
100 Kent Street
Ottawa, ON K1P 5R7
The conference venue and hotel are located at the Ottawa Marriott Hotel in downtown Ottawa. The hotel block has reached capacity. Please proceed with standard reservations.
Have questions about the Canadian Stata Conference? Our FAQs have you covered. Discover important details on registration, logistics, and more.
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The 2025 Canadian Stata Conference will be held between 8:00 a.m. and 5:00 p.m. on Friday, 3 October at the Ottawa Marriott Hotel. Everyone is also invited to join a users' dinner on Friday night.
The Canadian Stata Conference is open to users of all disciplines and experience levels, bringing together a unique mix of students, professionals, and experts. You will hear from Stata users at the top of their fields, as well as Stata's own researchers and developers. Presentation topics will include new community-contributed commands, methods and resources for teaching with Stata, new approaches to using Stata together with other software, and much more. Anyone interested in Stata is welcome to attend.
Four of StataCorp’s developers will be attending to present, network, and answer all of your Stata questions. Look forward to meeting:
Yes! The Stata community is full of users from all disciplines, including people you may have met online but would like to meet in person. There will be breaks between sessions where you can take a moment to talk to the people around you and an open panel discussion where you can ask questions and share feedback with four of our Stata developers.
Everyone is also invited to join an optional users' dinner Friday night.
The conference presentations will not be recorded, but proceedings and slides will be made available on this page in the following weeks after the conference.
Be the first to receive notifications regarding presentation submissions, conference agenda, registration, and lodging information for the 2025 Canadian Stata Conference.