Econometrics TD: Introduction to Data Analysis and Causal ID in Stata
Tutorial Course
Course Description: This course introduces Masters students to STATA, and applying concepts learned in theoretical using programming skills. The first part of the course focuses on learning programming and data management basics. The second part explores how to implement a range of methodologies including OLS, Panel, non-linear models, and quasi-experiments.
Unit 1: Introduction to STATA
- Introduction to STATA User Interface
- Data Import and Manipulation in STATA
- Basics of Data Cleaning and Visualizations
Unit 2: Basic Regressions and Statistical Testing
- Running ordinary least squares (OLS) regressions in STATA
- Functional form specification and handling nonlinearities.
- Inference and standard errors (dealing with heteroskedasticity)
Unit 3: Panel Data and Fixed Effects
- Introduction to panel data
- Introduction to fixed effects + implementation in STATA
- Statistical testing/inference with fixed effects.
Unit 4: Advanced Methodologies
- Introduction to Instrumental Variables
- Introduction to Time Series Data and Regression
- Introduction to Linear Probability Models, Probit and Logit Models
- Introduction to Quasi-experiments and RCTs