Two-way cluster robust code for
For IV and hence OLS: Stata addon ivreg2 due to Christopher F Baum, Mark E Schaffer, Steven Stillman. And also xtivreg2
For OLS our Stata code cgmreg.ado
Regression Analysis of Count Data, Second Edition,
Monograph, in preparation.
“Inference: Model Testing, Diagnostics, Multiple Comparisons, Bootstrapping,” for Encyclopaedia of Health Economics, Editor-in-chief Anthony J. Culyer.
Stata presentation on Robust Inference with Clustered Data,
Stata users Group, May 2011. [Slides]
Regression Analysis of Count Data, Econometric Society Monograph No. 30, Cambridge University Press, Cambridge, October 1998 (with Pravin K. Trivedi). [Abstract, data and programs.]
"The Demand for Health Insurance and Health Care in Australia - A Progress Report", in P.M. Tatchell (ed.), Economics and Health, 1983, Australian National University, Health Economics Research Unit, (with F. Milne, J.R. Piggott, and P.K. Trivedi).
"Econometric Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests", Journal of Applied Econometrics, January 1986, Vol. 1, pp. 29-54, (with P.K. Trivedi). [Abstract.] [Paper at JSTOR]
"A Microeconometric Model of the Demand for Health Care and
Insurance in Australia," Review of Economic Studies,
1988, Vol. 55, pp. 85-106, (with P.K. Trivedi, F. Milne, and J.R.
"Aggregation in Discrete Choice Models: An Illustration of Nonlinear Aggregation", in T.S. Barker and H.M. Pesaran eds., Disaggregation in Economic Modelling, 1990, pp. 206-234, Routledge, London. [Abstract.]
"Regression Based Tests for Overdispersion in the Poisson Model",
Econometrics, December 1990, Vol.46, pp. 347-364, (with P.K.
Trivedi). [Abstract.] [Paper
"The Role of Income and Health Risk in the Choice of Health Insurance: Evidence from Australia", Journal of Public Economics, 1991, Vol.45, pp.1-28, (with P.K. Trivedi). [Abstract.]
"Tests of Independence in Parametric Models: with Applications
Illustrations", Journal of Business and Economic Statistics,
January 1993, pp.29-43 (with P.K. Trivedi). [Abstract.]
[Paper at JSTOR]
"R-Squared measures for Count Data Regression Models with
Applications to Health Care Utilization", Journal of Business
Economic Statistics, April 1996, pp. 209-220 (with F.A.G.
Windmeijer). [Abstract.] [Paper at JSTOR]
"Count Data Models for Financial Data", in G.S. Maddala and C.R.
ed., Handbook of Statistics, Vol. 14, Statistical Methods in
Finance, 1996, pp. 363-392, North-Holland, Amsterdam (with
Trivedi). [Abstract.] [Preprint]
"Private Health Insurance Choice in Australia: The Role of
Utilisation of Health Services", in H. Lapsley ed., Economics and
Health: 1995, Proceedings of the Seventeenth Australian Conference
Health Economists, pp. 143-162, Australian Studies in Health
Administration No. 79, School of Health Services Management,
of New South Wales (with J. McCallum). [Abstract.]
"An R-squared Measure of Goodness of Fit for some common
Regression Models", Journal of Econometrics, 1997, Vol.
No.2, pp. 329-342 (with F.A.G. Windmeijer). [Abstract.]
"Do Gasoline Prices Respond Asymmetrically to Crude Oil Price
Changes?", Quarterly Journal of Economics, February 1997,
305-339 (with S.Borenstein and R.Gilbert). [Abstract.]
"Tactical Information and the Diffusion of Peaceful Protests'', in D.A. Lake and D. Rothchild eds., The International Spread of Ethnic Conflict: Fears, Diffusion and Escalation, Princeton: Princeton University Press, 1998, pp.61-88 (with S. Hill and D. Rothchild). [Abstract.]
"Count Data Regressions using Series Expansions With
Journal of Applied Econometrics, 1997, Vol. 12, pp.203-223
(with P. Johansson). [Abstract.]
"Political Action Committee Contributions and Congressional
U.S. Sugar Legislation", American Journal of Agricultural
(with J.C. Brooks and C.A. Carter). [Abstract.]
"Length of Hospital Stay in Patients
Decompensated Heart Failure from Moderate to Severe Left
Systolic Dysfunction," American
of Cardiology, 2001, 88(8), 909-911 (with K.J. Harjai,
M. Shah and D. Stapleton). [Abstract.]
"A Survival Analysis of Australian Equity Mutual Funds", Australian Journal of Management, September 2003, 209-226 (with Anthony D. Hall). [Abstract.] [Paper]
"On Being New to an Insurance Plan: Health Care Use Associated
the First Years in a Health Insurance Plan", Annals of Family
Medicine, Sept/Oct 2003, 156-161 (with Peter Franks and Klea
"Modeling the Differences in Counted Outcomes using
Copula Models: with Application to Mismeasured Counts" (with Tong
Pravin K. Trivedi and David M. Zimmer), Econometrics Journal,
December 2004, 7, 566-584. [Abstract.]
Blume eds., The New
Palgrave Dictionary of Economics (second
Mills and K.
Patterson eds., Palgrave
Econometrics, Volume 2: Applied Econometrics, Palgrave Macmillan,
“Bootstrap-Based Improvements for Inference with Clustered
(with Jonah Gelbach and Douglas Miller), Review of Economics and Statistics,
“Robust Inference with Clustered Data” (with Douglas Miller), A.
Ullah and D. E. Giles eds., Handbook
Empirical Economics and Finance, 2011, pp.1-28, CRC
“Yangma Expedition,” New
Zealand Alpine Journal, 2011, pp.64-67 (with Ken
“Estimation of Country-Pair Data Models Controlling for Clustered Errors” (with Natasha Chernyshoff nee Natalia Golotvina), 2005. [Abstract.] [Paper]
"Bivariate Count Data Regression using Series Expansions: with
Applications" (with Per Johansson). [Paper]
“Conditional Moment Tests with Explicit Alternatives,” September
1990, U.C.-Davis, Department of Economics, Working Paper No. 366,
revised February 1991 (with P.K. Trivedi). [Working Paper]
“Conditional Moment Tests and Orthogonal Polynomials,” Indiana University, Department of Economics, Working Paper No. 90-051, revised June 1993 (with P.K. Trivedi). [Working Paper] [Revised Paper]
“The Information Matrix Test: Its Components and Implied
Hypotheses,” U.C.-Davis, Department of Economics, Working Paper
372, revised June 1992 (with P.K. Trivedi). [Working Paper]
“An Alternative Type of Heterogeneity Tested by the Information Matrix Test,” August 1992 (with P.K. Trivedi). [Working Paper]
“Regression Based Tests of Heteroscedasticity in Models Where the
Variance Depends on the Mean,” March 1991, U.C.-Davis, Department
Economics, Working Paper No. 379. [Working
ADDRESS, EDUCATION AND POSITIONS HELD
Department of Economics
University of California
Davis, CA 95616
(530) 752-9382 (Fax)
B.Ec.(Hons.) Econometrics Australian National University 1977
M.S. Statistics Stanford University 1982
Ph.D. Economics Stanford University 1988
Dept. of Economics, University of California - Davis
Past Director, 2003-05, Center on Quantitative Social Science Research [QSSR website]
Associate Professor, 1996-2000
Assistant Professor, 1989-1996.
Department of Economics, The Ohio State University
Assistant Professor, 1987-1989, Instructor, 1986-1987.
Department of Economics, Australian National University
Visiting Research Fellow, Apr-Sep 1984.