A. Colin Cameron and Pravin K. Trivedi
MICROECONOMETRICS: Methods and Applications
Cambridge University Press, New York
May 2005

DATA SETS
Data in fixed format text file have extension .asc or .dat [and if Stata dictionary used extension is .dct]
Stata data files have extension .dta
We thank Rajeev Dehejia, Bronwyn Hall, Cathy Kling, Jeffrey Kling, Will Manning, Brian McCall and Jim Ziliak for making their data available for empirical illustrations. The relevant citations are given below. For "Authors' extract" the citation is A. C. Cameron and P. K. Trivedi (2005), "Microeconometrics: Methods and Applications," Cambridge University Press, New York.

Many more examples use generated data - see programs.

Pages | Topic | Data Source | Data
88-90 | Median and quantile regression | Vietnam World Bank Livings Standards Survey Authors' extract | qreg0902.dta or qreg0902.asc
110-2 | Instrumental variables with weak instruments | National Longitudinal Survey J. R. Kling (2001) "Interpreting Instrumental Variables Estimates of the Return to Schooling," Journal of Business and Economic Statistics, 19, 358-364. | DATA66.dat and DATA66.dct
295-7 300 | Nonparametric density estimation and regression | Panel Survey of Income Dynamics Authors' extract | psidf3050.dat
463-6 486 491-5 | Binary and multinomial outcomes | Fishing-mode choice data J. A. Herriges and C. L. Kling (1999), "Nonlinear Income Effects in Random Utility Models," Review of Economics and Statistics, 81, 62-72. | Nldata.asc or mma15p4gev.asc
553-6 565 | Selection models | Rand Health Insurance Experiment Authors' extract | randdata.dta or mma16p3selection.asc
574-5 582 | Duration models | Strike duration data J. Kennan (1985), "The Duration of Contract strikes in U.S. Manufacturing," Journal of Econometrics, 28, 5-28. | strkdur.asc or strkdur.asc
603-8 632-6 658-62 | Duration models | Current Population Survey Displaced Workers Supplement B. P. McCall (1996), "Unemployment Insurance Rules, Joblessness, and Part-time Work," Econometrica, 64, 647-682. | ema1996.dta or ema1996.asc
671-4 692 | Count data models | Rand Health Insurance Experiment P. Deb and P.K. Trivedi (2002), "The Structure of Demand for Medical Care: Latent Class versus Two-Part Models," Journal of Health Economics, 21, 601-625. | randdata.dta or mma20p1count.asc
708-15 | Linear panel models: basics | Panel Survey of Income Dynamics J. Ziliak (1997), "Efficient Estimation With Panel Data when Instruments are Predetermined: An Empirical Comparison of Moment-Condition Estimators," Journal of Business and Economic Statistics, 15, 419-431. | MOM.dat
754-6 | Linear panel models: GMM | Panel Survey of Income Dynamics J. Ziliak (1997) - see previous cite. | MOMprecise.dat
792-5 | Nonlinear panel models | Patents-R&D data B. H. Hall, Z. Griliches and J. A. Hausman (1986), "Patents and R&D: Is There a Lag?", International Economic Review, 27, 265-283. | patr7079.asc
848-53 | Clustered data | Vietnam World Bank Livings Standards Survey Authors' extract: (1) Household data (2) Individual data | vietnam_ex1.dta or vietnam_ex1.asc vietnam_ex2.dta or vietnam_ex2.asc
889-95 | Treatment evaluation [nswpsid: NSW treated vs PSID control used in text. The other data sets not used in text but used in mmap3extra.do] | National Supported Work demonstration project and controls. R.H. Dehejia and S. Wahba (1999), "Causal Effects in Nonexperimental Studies: Reevaluating the Evaluation of Training Programs," JASA, 1053-1062. and / or R.H. Dehejia and S. Wahba (2002), "Propensity-score Matching Methods for Nonexperimental Causal Studies," ReStat, 151-161. | nswpsid.da1 or nswpsid.dta nswre74_treated.dta and nswre74_control.dta or nswre74_all.asc propensity_cps.dta or propensity_cps.asc

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