A. Colin Cameron and Pravin
K. TrivediDATA 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 |