A.
Colin Cameron and Pravin K. Trivedi MICROECONOMETRICS
USING STATARevised Edition (2010) Stata Press, 706
pages.Original Edition
(2009) Stata Press, 692
pages. |

- Stata Press (revised edition)
- Amazon.com (revised edition)
- And, in many countries, from CRC Press online.

- Stata 12 was released in Summer 2011.
- The Revised Edition programs (downloadable from http://www.stata-press.com/data/musr.html) were written for Stata Version 11.
- All of these programs run in Stata 12 with no change, with
the following exception:

- in mus09p1panlin2.do the command xtrc lwage exp wks, i(id) does not run and needs to be commented out. - For further details see running_programs_in_Stata12.html

- The purpose of the revised edition is solely to update the
original edition to present those new
Stata 11 commands that make it easier to implement some of the
methods
given in the original edition.

- Instead of using
**mfx**and the user-written**margeff**commands, the revised edition uses the new**margins**command, emphasizing both marginal effects at the means and average marginal effects.

- Factor variables, which allow you to specify indicator
variables
and interaction effects, replace the
**xi**command.

- The new
**gmm**command for generalized method of moments and nonlinear instrumental-variables estimation is presented, along with several examples.

- Finally, the chapter on maximum likelihood estimation
incorporates enhancements made to
**ml**in Stata 11.

- For more details on these changes see Preface to Revised Edition
- All programs and data used in
the revised edition can be very easily downloaded and run: click here.

- Book website for Revised edition: includes All Programs and Data and detailed Table of Contents
- Some Stata resources

- This book written for Stata version 10.1 explains how to perform modern regression analysis of cross-section and panel data using the computer package Stata.
- The main audience is graduate students and researchers in economics and related social sciences such as political science and sociology. For them this book can be used as an adjunct to graduate-level texts such as Cameron and Trivedi (2005), Greene (2008) or Wooldridge (2002).
- At the same time, the book can also be used in an undergraduate econometrics class, as a complement to an appropriate undergraduate-level text. It includes introductions to topics such as OLS, IV regression, fixed and random effects panel data models, and logit and probit models.
- All programs and data used in the original edition can be very easily downloaded and run: click here

- Running the Original edition book programs in Stata version 11 (book was written for version 10.1)
- Book corrections for Original edition
- Some Stata resources

Original / Revised

Page 1 1 1. Stata Basics

Page 29 31 2. Data Management and Graphics

Page 71 73 3. Linear Regression Basics

Page 113 119 4. Simulation

Page 147 153 5. GLS Regression

Page 171 177 6. Linear Instrumental Variables Regression

Page 205 211 7. Quantile Regression

Page 229 235 8. Linear Panel Models: Basics

Page 281 287 9. Linear Panel Models: Extensions

Page 313 319 10. Nonlinear Regression Methods

Page 351 363 11. Nonlinear Optimization Methods

Page 385 399 12. Testing Methods

Page 415 429 13. Bootstrap Methods

Page 445 459 14. Binary Outcome Models

Page 477 491 15. Multinomial Models

Page 521 535 16. Tobit and Selection Models

Page 553 567 17. Count Data Models

Page 601 615 18. Nonlinear Panel Models

Page 633 645 A. Programming in Stata

Page 647 661 B. Mata

Page 661 675 Glossary of Abreviations, References, Author Index, Subject Index`

DATA SETS

The datasets and programs for all chapters are easily downloaded from the Stata book website

Book website for Revised edition: includes All Programs and Data and detailed Table of Contents

The same Stata datasets are also given individually below

- mus02psid92m.dta
- mus03data.dta
- mus05nhanes2.dta
- mus05surdata.dta
- mus06data.dta
- mus07qrcnt.dta
- mus08cigar.dta
- mus08cigarwide.dta
- mus08psidextract.dta
- mus10data.dta
- mus14data.dta
- mus14gdata.dta
- mus15data.dta
- mus15datalong.dta
- mus16data.dta
- mus17data.dta
- mus17data_z.dta
- mus18data.dta

*A. Colin Cameron / University of California - Davis / http://www.econ.ucdavis.edu/faculty/cameron*

*Pravin K. Trivedi / Indiana University - Bloomington / http://php.indiana.edu/~trivedi*