Microeconometrics: Methods and Applications  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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