RECENT PRESENTATIONS
What did I learn by writing the Second Edition of
Microeconometrics Using Stata?
Slides
An Economist's Perspective on Healthcare in the US. General
audience talkto OLLI, Davis, March 1 and 8 2023.
Introduction
Health
Insurance Providers Government
RESEARCH ON CLUSTER-ROBUST INFERENCE
Recent Developments in Cluster-Robust Inference (2022) (work
with Doug Miller)
November 3 2022 Stata 2022 Economics Virtual
Symposium
Slides
References
[Earlier presentation December 15 2021
Webinar to International Association for Applied Econometrics Video
recording ]
Cluster-Robust Inference Survey (2021)
James MacKinnon, Morten Nielsen, and Matthew Webb, "Cluster-robust
inference: A guide to empirical practice", QED Working Paper
No. 1456, 2021. [Paper]
Cluster-Robust Inference Survey (2015)
A. Colin Cameron and Douglas L. Miller, "A Practitioner's Guide
to Cluster-Robust Inference", Journal of Human Resources,
Spring 2015, Vol.50, No. 2, pp.317-373.
[Final version of
Cameron Miller JHR A Practitioners Guide to Cluster Robust
Inference]
[Data and
programs used in Cameron Miller A Practitioners Guide to Cluster
Robust Inference]
A readme file and additional description of the programs will be
available by August 2015.
Cluster-Robust Overheads
Presentation on Robust Inference with Clustered Errors,
2016 Annual Health Econometrics Workshop, Denver, September 2016.
[Slides]
Stata command for One-way Wild
Cluster Bootstrap Robust Standard Errors (with
asymptotic refinement)
- Stata user-written command boottest written by the following
authors.
- David Roodman, James MacKinnon, Morten Nielsen, Matthew Webb
(2018), "Fast and Wild Bootstrap Inference in Stata using
boottest".
[https://ideas.repec.org/p/qed/wpaper/1406.html#download]
Code for Two-way Cluster Robust
Standard Errors
- 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 and
example of use cgmreg_example.do
Robust Inference for Dyadic Data
A. Colin Cameron and Douglas L. Miller, "Robust Inference for
Dyadic Data", December 31, 2014.
[Paper
presented at the January 2015 ASSA meetings].
Code for Dyadic Cluster Robust Standard
Errors
- For OLS our Stata code is regdyad2.ado
This is very much a "beta version". We are in the midst of editing
and tweaking it, but we believe that it runs and works. The syntax
to use is:
regdyad2 yvar xvars, dyads(ID_var_1 ID_var_2)
Please let us know if you identify any problems or issues.
BOOKS
Regression Analysis of Count Data, First Edition, 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]
Reprinted in W. Greene (ed.), 2016, Applied Econometrics,
chapter 11, Routledge.
"A Microeconometric Model of the Demand for Health Care and
Health Insurance in Australia," Review of Economic Studies,
January 1988, Vol. 55, pp. 85-106, (with P.K. Trivedi, F. Milne,
and J.R. Piggott). [Abstract.]
[Paper
at JSTOR]
"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",
Journal of Econometrics, December 1990, Vol.46, pp.
347-364, (with P.K. Trivedi). [Abstract.]
[Paper
at
ScienceDirect]
"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
and 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
and Economic Statistics, April 1996, pp. 209-220 (with
F.A.G. Windmeijer). [Abstract.] [Paper at JSTOR]
Stata implementation: package rc2.ado due to Joseph N.
Luchman.
"Count Data Models for Financial Data", in G.S. Maddala and C.R.
Rao ed., Handbook of Statistics, Vol. 14, Statistical Methods
in Finance, 1996, pp. 363-392, North-Holland, Amsterdam
(with P.K. Trivedi). [Abstract.]
[Preprint]
"Private Health Insurance Choice in Australia: The Role of
Long-term Utilisation of Health Services", in H. Lapsley ed.,
Economics and Health: 1995, Proceedings of the Seventeenth
Australian Conference of Health Economists, pp. 143-162,
Australian Studies in Health Service Administration No. 79, School
of Health Services Management, University of New South Wales (with
J. McCallum). [Abstract.]
[Preprint]
"An R-squared Measure of Goodness of Fit for some common
Nonlinear Regression Models", Journal of Econometrics,
1997, Vol. 77, No.2, pp. 329-342 (with F.A.G. Windmeijer). [Abstract.] [Preprint] [Paper
at
ScienceDirect]
Stata implementation of deviance R2: package devr2 due to
Sam Brilleman.
"Do Gasoline Prices Respond Asymmetrically to Crude Oil Price
Changes?", Quarterly Journal of Economics, February 1997,
pp. 305-339 (with S.Borenstein and R.Gilbert). [Abstract.] [Paper
at JSTOR]
"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
Applications'', Journal of Applied Econometrics, 1997,
Vol. 12, pp.203-223 (with P. Johansson). [Abstract.]
[Paper
at JSTOR] [Data
and Programs]
"Political Action Committee Contributions and Congressional
Voting on U.S. Sugar Legislation", American Journal of
Agricultural Economics, August 1998, 80, 441-454 (with J.C.
Brooks and C.A. Carter). [Abstract.]
[Paper
at JSTOR]
"Length of Hospital Stay in Patients
with Decompensated Heart Failure from Moderate to Severe Left
Ventricular Systolic Dysfunction," American Journal 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
with the First Years in a Health Insurance Plan", Annals of
Family Medicine, Sept/Oct 2003, 156-161 (with Peter Franks
and Klea Bertakis). [Abstract.]
[Paper]
"Modeling the Differences in Counted Outcomes using
Bivariate Copula Models: with Application to Mismeasured Counts"
(with Tong Li, Pravin K. Trivedi and David M. Zimmer), Econometrics
Journal, December 2004, 7, 566-584. [Abstract.]
[Prepint] [Paper
at
Wiley]
“Categorical
Data”,
in
S.
Durlauf
and
D.
Blume eds., The New Palgrave
Dictionary of Economics (second edition), Palgrave Macmillan,
“Some
Recent
Developments
in
Microeconometrics,”
in
T.C.
Mills and K. Patterson eds., Palgrave
Handbook of Econometrics, Volume 2: Applied Econometrics,
Palgrave Macmillan,
“Bootstrap-Based Improvements for Inference with Clustered
Errors” (with Jonah Gelbach and Douglas Miller), Review of Economics and Statistics,
August 2008, Vol. 90, 414-427. [Abstract.]
[Preprint]
[Paper
at
MIT Press]
“Robust Inference with Clustered Data” (with Douglas Miller), A.
Ullah and D. E. Giles eds., Handbook
of
Empirical Economics and Finance, 2011, pp.1-28, CRC
Press. [Preprint]
“Inference for Health Econometrics: Inference, Model Tests, Diagnostics, Multiple Tests and Bootstrap” in Editor-in-chief A.J. Culyer, Encyclopaedia of Health Economics, 2013, Amsterdam: Elsevier, forthcoming. [Preprint]
“Count Panel Data,” in B.
Baltagi ed., Oxford Handbook of Panel Data, 2015,
Oxford: Oxford University Press, pp.233-256 (with P.K. Trivedi).
[Preprint]
“Yangma Expedition,” New
Zealand Alpine Journal, 2011, pp.64-67 (with Ken
Baldwin). [Paper]
LIMITED DISTRIBUTION
“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
Alternative Hypotheses,” U.C.-Davis, Department of Economics,
Working Paper No. 372, revised June 1992 (with P.K. Trivedi). [Working Paper]
[Revised
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
of Economics, Working Paper No. 379. [Working
Paper]
ADDRESS, EDUCATION AND POSITIONS HELD
Office Address:
Department of Economics
University of California
Davis, CA 95616
(530) 564-0630
(530) 752-9382 (Fax)
accameron@ucdavis.edu
http://cameron.econ.ucdavis.edu/faculty/
Education:
B.Ec.(Hons.) Econometrics Australian National University 1977
M.S. Statistics Stanford University 1982
Ph.D. Economics Stanford University 1988
Brief Experience:
Dept. of Economics, University of California - Davis
Past Director, 2003-05, Center on Quantitative Social Science
Research [QSSR
website]
Professor, 2000-present
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.