The 2016 Polish Stata Users Group meeting was October 17, but you can still interact with the user community even after the meeting and learn more about the presentations shared.
Proceedings
9:40–10:20 |
Abstract:
Stata 14 provides several commands for fitting item response
theory (IRT) models. IRT has a long history in test development and
psychometrics and is now being adopted more broadly in fields such as
health services research. In this presentation, I will provide an overview
of IRT, demonstrate how to fit models with binary items, and discuss
postestimation tools such as plotting characteristic curves and information
functions. I will also briefly demonstrate how to fit Bayesian IRT models
using Stata. This is a nontechnical talk with an emphasis on concepts and
no prior knowledge of IRT or Bayesian statistics is assumed.
Rafał Raciborski
StataCorp LP
|
10:20–10:50 |
Abstract:
The literature on statistical methods of program
evaluation is mainly focused on estimating effects of
binary treatments. Moreover, even papers focused on
multivalued treatment effects implicitly assume that
there is a certainty about the emergence of an
alternative treatment. Thus the uncertainty
concerning the choice of an appropriate hypothetical
counterfactual outcome has not been modeled.
A new, generalized concept of counterfactual causality has been proposed—average treatment effect on the treated is defined as a difference between observed income and a convex linear combination of all possible counterfactuals weighted using estimated propensity score values. Under this framework, not only counterfactual incomes can be estimated but also the hypothetical emergence of a counterfactual treatment can be modeled, because it depends on similar characteristics as the potential outcomes. The mmatch Stata program implements the proposed framework. The proposed concept of causality has been illustrated using the data on unemployment rates and level of formal education using EUSILC data for Poland. Jan Zwierzchowski
Warsaw School of Economics
|
10:50–11:20 |
Abstract:
Since the seminal paper of Rosenbaum and Rubin,
propensity score (PS) has played a significant role in
the causal inference framework. It aims to indicate similar
units that will be matched or to provide appropriate
weights. PS has gained its great popularity by
dramatically reducing dimensionality in
estimation. Further development of related methods has
turned the attention of researchers to the dual nature
of PS as a covariate balancing score and conditional
probability of treatment assignment. Imai and Ratkovic
(2014) exploit the aforementioned duality by deriving a
set of appropriate moment conditions and thereby
introduce a PS estimator that optimizes the covariate
balance—covariate balancing propensity score (CBPS).
The paper introduces a new Stata user-written function
CBPS that implements the CBPS method within a
generalized method of moments framework. The short
description of the estimator and the function is
presented. Additionally, an empirical exercise that
concerns a relationship between a woman's fertility and
her labor supply using the exogenous variation due to
twin births (Rosenzweig and Wolpin 1980; Angrist and
Evans 1998) is provided. The paper also
compares the CBPS method with classical PS
estimators in unfavorable data environment of a high
degree of heterogeneity among women, low fraction of
twin births, and exogeneity of the treatment variable
with respect to covariates. Moreover, to my knowledge,
this is the first paper that
concerns the labor supply of Polish women using the
first-birth twins identification strategy.
Filip Premik
Warsaw School of Economics, Narodowy Bank Polski
|
12:00–12:30 |
Abstract:
Propensity score matching (PSM) has become by far the
most commonly used matching method to estimate causal
treatment effects. The goal of the matching is
twofold. On the one hand, we use PSM to overcome that
counterfactual situation when we want to compare the
outcome of the treated observations with the results of
the treated observations if they were not treated.
PSM helps us to find close matches to
compare by using observations' corresponding features.
On the other hand, PSM can be used to reduce the
imbalance within the dataset, which is an obvious source
of model dependence. However, after researchers have
taken a position to apply PSM, they are faced with many
questions related to its implementation—which
alternative matching algorithm to choose or trimming to
determine the common support—for the actual dataset.
This presentation will provide a brief
summary about the implementation of PSM and show some
tradeoffs regarding bias and efficiency on a real-life
dataset.
Gőrgo Tóth
Central European University, Hungary
|
12:30–1:00 |
Abstract:
Travel-mode choices made by citizens of the city are
an important factor determining congestion, level of
pollution, and noise, especially in rapidly developing
agglomerations. Analysis of these decisions and factors
by which they are determined should be considered as
meaningful step in the projecting city’s urban and
infrastructural policy.
Nowadays, Łódź experiences deep infrastructural changes, the progressive aging of society, and a shift in demographic structure. Therefore, Łódź is interesting with regard to the travel behavior of its inhabitants. The purpose of this study is to identify what determines the decisions of citizens of Łódź in their daily travel activity. The database used in empirical part of this paper was established in the quality of life study of the citizens of Łódź and its spatial diversification. This dataset allows us to include more explanatory variables than in standard travel-mode choice studies. To find the determinants of travel behavior we estimate ordered logistic regression models, and, where needed, their generalized versions. Presenting our results, we compare the outcomes for different districts of Łódź in order to investigate spatial differences. The results show that there are significant differences between the determinants of different modes of transport in a spatial dimension. As expected, we observe a high impact of socio-demographic variables on mode choice. Also, the attitudes and opinions concerning the state of the city's infrastructure and effectiveness of the functioning of public transportation system have the effect on the frequency of the usage of particular travel modes. Szymon Wójcik
Department of Econometrics, University of Łódź
|
2:00–2:30 |
Abstract:
This research attempts to evaluate some implications of
the earnings risk of investments in human capital on
workers mobility in the United Kingdom. Previous studies
show that risk affects individual educational and
occupational choices. Given the fact that training
outcomes and their usefulness for the current and future
employer can hardly be predicted; earnings risk
associated with investments in training can
significantly affect employees' future mobility. The
focus of the research is on the following main
objectives:
Olena Shelest
Poznan University of Economics and Business
|
2:30–3:00 |
Abstract:
The aim was to check if a
public institution's performance is evaluated the same way by two
different societies and how it is related with their
satisfaction and trust toward the institutions based on
data from the European Social Survey (ESS) in Poland
(PL) and Germany (GE). The hypothesis of equal
coefficients and means within and between countries for
adequate variables representing the constructs mentioned
above were checked via testing configural, metric, and
scalar invariance. Our analysis was based on three rounds of
ESS (2010, 2012, 2014) separately as well as three
rounds jointly for a single country and between countries
(MGCFA with the ADF method of estimation) performed in
Stata. The analysis evaluated the stability of
results obtained in all rounds, and so far, the various
models without and with restrictions were evaluated at
least to obtain the partial invariance and to control
the requested quality of models (that is, RMSEA for PL and GE
for 2012 were equal to 0.043). Additionally, not only
comparability with the latest round will be presented
but also how and in what way using various weights
available for correct analysis in ESS will change final
SEM results. At the end, we will provide conclusions
on how it is possible based on ESS to make
cross-country comparisons with SEM analysis in the
analyzed topics in Stata and what we can learn from this
analysis.
Magdalena Burdach
Warsaw School of Economics
Jolanta Perek-Białas
Jagiellonian University
|
3:00–3:30 |
Abstract:
The Porter hypothesis claims that there is a positive
relationship between environmental regulation,
environmental innovation, and business competitiveness.
However, the empirical results in the literature remain
inconclusive. In this paper, we limit the investigation
to the relationship between environmental innovation and
business competitiveness. This relationship is tested
using a firm-based German panel-data and a dynamic
limited dependent variable model. We estimate the impact
of a combination of time-varying and time-invariant
regressor on return on sales. Namely, R&D intensity, the
size and the market share on the one hand, and the
sector and the region of the business on the other hand.
The results show that there is indeed an overall
positive relationship between environmental innovation
and business competitiveness. However, when one controls
for marketing intensity or limiting the data to specific
sectors, the relationship becomes insignificant because of
omitted variable bias. These results help explain why
some researchers have come to find a positive effect of
eco-innovation on business competitiveness while others
have not.
Abdelfeteh Bitat
Université Saint-Louis Bruxelles, Belgium
|
Organizers
Scientific committee
Marek Gruszczyński, Chairman
SGH Warsaw School of Economics
Małgorzata Sady
Timberlake Consultants Ltd.
Jan Zwierzchowski
SGH Warsaw School of Economics
Logistics organizer
The logistics organizers for the 2016 Polish Stata Users Group meeting are Timberlake Consultants Ltd., the distributor of Stata in Poland, and Jan Zwierzchowski of SGH Warsaw School of Economics.
View the proceedings of previous Stata Users Group meetings.