9:45–10:10 | Interactive graphs with Stata
Abstract:
Graphs have been used not only to solve topographic problems and
to represent social structures but also to study relationships
between variables.
To improve their analytical potential, these graphs are endowed
with an interactive potential that includes the selection of
various attributes for the recognition of the elements analyzed
and the modification of parameters to focus on stronger
relationships.
The proposed representations are based on solving several equations and selecting only those coefficients with a significant positive relationship. By doing so, we obtain graphs by selecting the categories with predicted proportions or means significantly greater than those of the population. Furthermore, to increase their analytic power, they have interactive characteristics, which include the selection of the elements according to their size or attributes and the filter of the most central and strongest links. In this presentation, we advance a Stata program to elaborate these interactive graphs, giving a variety of examples.
Contributor:
Cristina Calvo López
Universidad de Salamanca
Additional information:
Modesto Escobar
Universidad de Salamanca
|
10:10–10:30 | Implementation of different propensity-score matching (PSM) methods using Stata
Abstract:
Propensity-score matching (PSM) has become a popular approach to
estimate causal treatment effects, mainly because it allows
estimation of the ATT (Imbens 2004).
But there are several methods of matching such as exact
matching, where each treated unit with one control unit for
which the values of Xi are identical, or K-to-K matching. Based
on actual analysis, in this seminar I compare the differences
between the results of one-to-one and 1-to-K matching without
replacement and the exact matching analysis in a simulated
sample. Once the matching is done, I will estimate the treatment
effect through three approaches: using the obtained weights,
considering the matching as a cluster, and without considering
weights or matching, and I will compare the results with the
exact matching estimations. Changes in effect estimates were
evaluated as a function of improvements in balance and effect
estimand.
Additional information:
Laura del Campo Albendea
Universidad Autónoma de Madrid, Hospital Universitario Ramón y Cajal, and IRYCIS
|
10:30–11:00 | A Stata 17 implementation of the local ratio autonomy: Calling Python
Abstract:
In many countries around the world, the public sector is
decentralized to improve efficiency in the provision of public
services.
Until the publication of the paper by Martínez-Vazquez,
Vulovic, and Liu (2011), the level of decentralization was
approximated through the local income ratio. It has been shown
that this covariate is endogenous, and that because of the
unobservable heterogeneity, it can generate correlation. The
local autonomy ratio proposed by these authors is an indicator
weighted by the inverse of the distance between municipalities,
which in turn is weighted by the sum of the inverse of the
distance between all municipalities in the country. However, we
propose a local autonomy ratio, conditioned by the distance and
population thresholds between the country's municipalities. It
is evident that multiple distance and population restrictions
must be tested until the effect of this ratio is found to be
significant as a covariate in an econometric model. To reduce
the computational cost-time of the estimation, we automated the
calculation of the indicator, programming local ratio autonomy
in Stata 17, but calling Python. We use Python version 3.10.5.
Contributor:
Juan S. Morales-Castillo
Universidad de Granada
Additional information:
Jose L. Sáez-Lozano
Universidad de Granada
|
11:30–12:30 | Introduction to Bayesian VAR estimation in Stata
Abstract:
The use of the Bayesian approach for regression analysis is
spreading more across different disciplines.
The possibility to incorporate a priori information in the form
of probability distributions for the parameters of the model
makes this approach highly appealing when the researcher has
that knowledge. Bayesian vector autoregressive models (BVAR) are
particularly attractive because the overparameterization present
in many VAR models can be handled by using prior probability
distributions that allow shrinking the parameter space. In this
presentation, I will briefly highlight the general elements
associated with Bayesian VAR models, and I will use a couple of
examples to illustrate the way Stata implements the estimation
for the parameters of a VAR model using the Bayesian approach
and how we can get probabilities for events that combine levels
for the different endogenous variables of the model.
Additional information:
Gustavo Sánchez
StataCorp
|
12:30–1:00 | Ensemble learning targeted maximum-likelihood estimation for Stata users
Abstract:
Modern epidemiology has identified significant limitations of
classical epidemiological methods, such as outcome regression
analysis when estimating causal quantities for the average
treatment effect (ATE) using observational data.
A limitation of estimating the ATE with regression models is the
assumption that the effect measure is constant across levels of
confounders included in the model (for example, that there is no
effect modification). Another limitation of parametric modeling
rests on the need for correct model specification to obtain
unbiased estimates of the true ATE.
To overcome these limitations, targeted maximum-likelihood estimation (TMLE) has been developed, which is a semiparametric, double-robust, efficient substitution estimator allowing for data-adaptive estimation while obtaining valid statistical inference based on the targeted minimum loss-based estimation. Moreover, TMLE allows inclusion of machine-learning algorithms to minimize the risk of model misspecification, a problem that persists for competing estimators. eltmle is the only Stata program implementing TMLE for the ATE for a binary or continuous outcome and binary treatment. eltmle includes the use of an R-based super-learner called from the SuperLearner package v.2.0-2.1 (Polley et al. 2011) to calculate predictions of the treatment and outcome models. We are developing the program to be native to Stata using lasso and also calling the Super Learner from Python. Evidence shows that TMLE typically provides the least unbiased estimates of the ATE compared with other double-robust estimators. Nonetheless, recent developments support the use of cross-fit double-robust estimators for data adaptive estimation, and we are planning to update eltmle with these functionalities. The following links provide access to a TMLE tutorial: https://migariane.github.io/TMLE.nb.html and the GitHub repository for the eltmle Stata package: https://github.com/migariane/meltmle.
Contributor:
Matthew Smith
Camille Maringe
London School of Hygiene and Tropical Medicine
Additional information:
Miguel Angel Luque Fernandez
London School of Hygiene and Tropical Medicine and University of Granada
|
1:00–1:30 | mpitb: A toolbox for multidimensional poverty indices
Abstract:
I present mpitb, a toolbox for multidimensional poverty
indices (MPI).
The Stata package mpitb comprises several subcommands to
facilitate specification, estimation, and analysis of MPIs and
supports the popular Alkire–Foster framework to multidimensional
poverty measurement. mpitb offers several benefits to
researchers, analysts, and practitioners working on MPIs,
including substantial time savings (for example, due to lower
data-management and programming requirements) while allowing for
a more comprehensive analysis at the same time. Moreover, the
toolbox encourages reporting of standard errors or confidence
intervals.
Keywords: st0001, mpitb, multidimensional poverty, Alkire–Foster method, MPI
Additional information:
Nicolai Suppa
Autonomous University of Barcelona and University of Oxford
|
2:30–3:00 | Agent-based model calling Python from Stata 17: An application to spatial voting theory
Abstract:
The agent-based model (ABM) allows us to explain and simulate
the behavior of interacting, adaptive, and diverse agents
interacting in space and time.
In this presentation, we assume that agents' decisions are
rational and profit maximizing. ABM offers great potential in
the field of political behavior, because it helps us to better
understand complex systems and mechanisms. The spatial theory
of voting predicts that voters' decisions are based on the
ideological distance between voter and candidates: voters
locate themselves on the ideological spectrum and also locates the
candidates according to their proposals. Ideological distance is
the only argument that guides the vote. Our goal is to
elaborate an ABM using the Python language. From Stata 17, we
will call Python to complete the modeling, calibration, and
simulation phases of the model.
Contributor:
Isabel Jaldo-Ruiz
Universidad de Granada
Additional information:
Jose L. Sáez-Lozano
Universidad de Granada
|
3:00–3:45 | Computing decomposable multigroup indices of segregation
Abstract:
There are eight multigroup segregation indices that are
decomposable into a between and a within term.
They are two versions of (a) the mutual information, (b) the
symmetric Atkinson, (c) the relative diversity, and (d) Theil's
H index. In this presetation, we present the Stata command dseg
for obtaining all of them. It contributes to the stock of
segregation commands in Stata by (1) implementing in a single
call the decomposition; (2) providing the weights and local
indices employed in the computation of the within term; (3)
facilitating the deployment of the decomposability properties of
the eight indices in complex scenarios that demand tailor-made
solutions; and (4) leveraging sample data with bootstrapping and
approximate randomization tests. We analyze 2017 census data of
public schools in the United States to illustrate the use of
dseg. The subject topic is school racial segregation.
Keywords: atkinson, decomposability, multigroup, mutual information, race, relative diversity, Theil's H, schools, segregation
Contributor:
Ricardo Mora
Universidad Carlos III de Madrid
Additional information:
Daniel Guinea-Martin
Universidad Nacional de Educación a Distancia
|
3:45–4:15 | Board composition and airports' efficiency
Abstract:
Adequate management, supervision, and control are essential for
effective airport operations decisions.
The board structure (internal mechanism of corporate governance)
embeds a monitor system (one- or two-tier system) for
decision-making processes according to the airports' needs and
shareholders' best interests. However, other factors could
implicitly enhance endogamy. Previous studies have demonstrated
a positive relationship between board size, gender, and reporting
quality. There are no implications of the board composition
features on aviation efficiency. We apply data envelopment
analysis (DEA) to estimate 41 airports' efficiency in 2019. We
use a second-stage truncated regression to explain efficiency
per the boards' features (independence, size, and gender
equality) and accounting, financing, and company
characteristics. The results show that gender equality at the
board level and the Board size improves airports' efficiency
significantly. However, a second-tier system, for example,
having executive (internal) and nonexecutive members (external)
do not ensure making the appropriate managerial decisions, thus
reducing airports' efficiency.
Keywords: corporate governance, board composition, gender equality, airports, efficiency, DEA, truncated regression
Contributors:
Sonia Huderek-Glapskab
Anna Chwiłkowska-Kubalac
Poznan University of Economics and Business
Additional information:
Ane Elixabete Ripoll-Zarragaa
Universitat Autònoma de Barcelona
|
4:15–4:35 | Open panel discussion with Stata developers
Contribute to the Stata community by sharing your feedback with StataCorp's developers. From feature improvements to bug fixes and new ways to analyze data, we want to hear how Stata can be made better for our users.
|
Dr. Modesto Escobar Universidad de Salamanca |
Dr. Javier Zamora IRYCIS, CIBERESP, and University of Birmingham |
Dr. Alfonso Muriel IRYCIS, CIBERESP, and Universidad de Alcalá |
The logistics organizer for the 2022 Spanish Stata Conference is Timberlake Consulting S.L., the Stata distributor for Spain.
View the proceedings of previous Stata Conferences and Users Group meetings.