The 2nd Stata users meeting will be held at the Wissenschaftszentrum Berlin
(http://www.wz-berlin.de) on Monday, 5th April 2004.
The content of the meeting has been organised by Johannes Giesecke, Humboldt
University Berlin ([email protected] ) and Ulrich Kohler, WZB
([email protected]). The logistics are being organised by Dittrich and
Partner (http://www.dpc.de), the distributor of Stata in several countries
including Germany and Austria.
The meeting is open to all interested, and we are happy if Stata users from
neighbouring countries would join us. StataCorp will be represented. The
conference language will be English due to the 'international' nature of the
meeting and the participation of non-German guest speakers. There will be a
"wishes and grumbles" session at which you may air your thoughts to Stata
developers. There will also be an optional informal meal at a Berlin
restaurant on Monday evening (at additional cost of 15 Euro).
Participants are asked to travel on their own fees. There will be a small
conference fee (regular 15 Euro, students 10 Euro) to cover costs for coffee,
teas, and luncheons.
For further information on registration, please contact [email protected].
Mrs. Mrosek will also assist you in finding an accommodation. For general
information about the meeting see also http://www.stata.com/berlin04.
Schedule of the 2nd German Stata Users Group Meeting
====================================================
8:30-9:00 Registration and coffee/tea
9:00 Welcome
Johannes Giesecke, Ulrich Kohler, DPC
Part I: User-Written Stata Programs
-----------------------------------
9:15 Circular Statistics in Stata, Revisited
Nicholas J. Cox, University of Durham, UK
Circular data are a large class of directional data, which are of interest to
scientists in many fields, including biologists (movements of migrating
animals), meteorologists (winds), geologists (directions of joints and
faults) and geomorphologists (landforms, oriented stones). Such examples are
all recordable as compass bearings relative to North. Other examples include
phenomena that are periodic in time, including those dependent on time of
day (in biomedical statistics: hospital visits or times of birth) or time of
year (in applied economics: unemployment or sales variations).
The analysis of circular data is an odd corner of statistical science which
many never visit, even though it has a long and curious history. Moreover,
it seems that no major statistical language provides direct support for
circular statistics.
This talk describes the development and use of some routines which have been
written in Stata, primarily to allow graphical and exploratory analyses. In
2004 such routines are being rewritten, especially to allow use of the new
graphics of Stata 8.
9:55 Fitting Functional Forms to Distributions, using -ml-.
Stephen P. Jenkins, ISER, University of Essex
This talk will describe some programs to fit Generalized Beta of the Second
Kind, Singh-Maddala, Dagum, and lognormal distributions to data on income or
indeed any other skewed variable of interest. The programs allow the key
distributional parameters to vary with covariates, and also handle -svy-
data. (The programs use features introduced to -ml- in version 8.1.) To
assess goodness of fit graphically, one can draw q-q and p-p plots using
programs written by Nick Cox.
10:35 Coffee-Break, Refreshments
10:50 Tabulation of Multiple Response Sets, Revisited
Ben Jann, ETH Zurich
At the first German Stata users group meeting Hildegard Schaeper raised the
issue of tabulating multiple response sets with Stata. Hildegard presented
two of her own programs to deal with multiple responses and identified a
number of remaining problems. In my contribution I will readdress the issue
and present a revised and considerably extended module to compute one- and
two-way tables of multiple responses. The new program handles dichotomously
or polytomously held response sets, calculates absolute frequencies as well
as frequencies relative to responses and/or cases, supports string
variables, appropriately labels rows and columns, allows complex case
selection and specification of a list or range of valid responses, offers
significance tests for two-way tables, and optionally saves response
indicator variables. Tables are neatly formatted and split into pieces if
too wide to fit the screen. The program is byable and weights are allowed.
11:20 Playing with Stata Dialogs: An Enhanced Recent File List
Dankwart Plattner, KfW Frankfurt
Stata-dialogs are somewhat cumbersome and difficult to implement. However,
they are also powerful and helpful, especially when used together with
ado-files. With the help of the latter, dialogs can even be sort of dynamic,
as the example I present shows. To my knowledge, this has never been done
before.
Stata lacks a recent file list. It is replicated and enhanced with this
start-up-dialog, which presents the user with three lists of data files
opened before (recent 5, 5 most popular, all) and allows her to chose among
them to open one or select a file never used before, open it and add it to
the file lists. In addition, one can select a proper log file to use with
the opened file and set the memory needed to open the data file (the dialog
proposes a suitable value). The user may also enter a description for each
file opened in order to have a better overview over her projects. The dialog
may be most useful on start-up, but can be called also during a current
session. It closes open files (and saves them on request) in order to open
the selected ones.
The dialog presented shows how to exchange values with ado-files (back and
forth). It also shows how one can debug dialog scripts and programs, albeit
in a very rough manner only. Some limitations of Stata dialogs are also
discussed. Several additions and enhancements to the dialog are possible.
11:50 Biplots, Revisited
Ulrich Kohler, WZB
Biplots display correlations and differences in means and standard deviations
of many variables on one graph, together with the values of the plotted
variables and approximations of the Euclidean distance between the
observations. Biplots are useful for identifying clusters of observations,
guiding interpretation of factor analyses, detecting multivariate outliers
and getting an idea about the correlation structure of the data. The talk
will demonstrate the merits of biplots and discuss the development of a new
version of biplot.ado for Stata 8.2.
12:20 Lunch
Part II: General Statistics
---------------------------
14:00 Cox Regression + Measurement Error
Bobby Gutierrez, StataCorp
14:40 Conditional Logit vs. Random Coefficient Models: An Analysis using
GLLAMM
Peter Haan, DIW
Estimating labor supply functions using a discrete rather than a continuous
specification has become increasingly popular in recent years. The main
advantage of the discrete choice approach compared to continuous
specifications derives from the possibility to model nonlinearities in
budget functions. However, the standard discrete choice approach, the
conditional logit model, is based on some restrictive assumptions.
Econometric literature has suggested more general discrete choice models.
However, these less restrictive specifications have shown to incur very high
computational cost, which might obstruct the estimation of confidence
intervals of marginal effects or elasticities. It is therefore of particular
interest for applied research, which approach is more adequate when
analyzing discrete choice models.
In my analysis, I estimate different model specifications of a household
utility function drawing on micro data of the GSOEP. For the estimation, I
employ the Stata program GLLAMM, developed by Sophia Rabe-Hesketh et al.
(2001). The idea is to test whether the results derived from the different
specifications differ significantly. My findings suggest that for
computational reasons, standard discrete choice models that are more
restrictive in their assumptions regarding error variances, seem to
represent the adequate model choice for the analysis of labor supply
functions on basis of the GSOEP.
15:10 Coffee-Break, Refreshments
Part III: Applications
-----------------------------
15:20 Effects of Macroeconomic Uncertainty on Leverage for US Non-Financial
Firms Andreas Stephan/Oleksandr Talavera, European University Viadrina, DIW
In this paper we investigate the link between optimal level of leverage and
macroeconomic uncertainty. Using the model of firm's value maximization, we
show that as macroeconomic uncertainty increases, captured by an increase in
the variability of industrial production or inflation, firms decrease their
optimal levels of borrowing. We test this prediction on a panel of
non-financial US firms drawn from the annual COMPUSTAT quarterly database
covering the period 1990-2000, and find that as macroeconomic uncertainty
increases, firms behave to decrease their levels of leverage. Our results
are robust with respect to the inclusion of macroeconomic factors such as
interest rate, inflation and index of leading indicators.
15:50 The Potential Determinants of German Firms' Technical Efficiency: An
Application using Industry Level Data
Oleg Badunenko
This paper explores the distribution of the technical efficiencies across
German manufacturing industries and looks at the association of technical
efficiency to other economic categories. Aggregating 1995 to 2001 firm-level
data yields an unbalanced panel with 241 cross-sections (industries). While
the unbalanced nature of the data precludes some time-varying
specifications, one can estimate the parameters of a time-invariant
fixed-effects model. With only one industry being fully efficient, the rest
perform poorly, having an efficiency mode of .32. To account for outliers 7
industries were dropped from the sample (a 2.9% reduction of the sample). In
the smaller sample, the estimated mode of technical efficiency is .78. The
distribution of TE is only slightly positively skewed, contrary to the
rationale for using a one-sided distribution for the efficiencies. This
problem has been noticed by other researchers, and so far the only solution
proposed has involved changing the assumed distribution for the technical
efficiencies. However, since fixed-effects estimation does not assume a
particular distribution for the firm level inefficiencies, our
purified-of-outliers scores of technical efficiencies can be trusted and
used as endogenous variable in further analysis.
16:20 Coffee-Break, Refreshments
16:30 Influence of Fertility on Women's Participation in the Labour Market
and their Wages--The Alternative Cost of Having a Child.
Joanna Cieciel and Andrzej Tomaszewski University of Warsaw, Department of
Economics
Children require not only financial expenditures but also expenditures of
time. So the number of children and distribution of their births in time
remains in conflict with the aspiration of parents after career and their
quest for satisfactory work. Cost of child includes not only expenditures of
parents on goods and services but also alternative costs of time devoted to
bringing up children, resulting from a loss of the part or the whole of
income due to having the child. This problem applies mainly to women, who
despite social transformations and growing occupational activity continue to
be main suppliers of time for children care. Maternity restrains a woman's
possibilities in the labour market not only through reduction of hours which
she can spend at work. She gets lower wages also because of a disturbed
career and smaller mobility than a childless woman. A prolonged gap in
occupational activity results as well in a decrease of the long-term ability
to gaining income -- it diminishes total net income obtained during the
life-time (fewer years in work). This entails lower savings for a retirement
fund. This paper consists of empirical estimations of models of women�s
participation in labour market taking into account endogeneity of fertility,
which are subsequently employed as a selection equation in Heckman model of
influence of having children on mothers� wages. Thus we attempt to assess
the fraction of income lost by a woman who decided to have children. We
employ a cross-sectional and panel data model on household budgets in Poland
and Germany. The data used in estimation are taken from a database created
by the Consortium of Household Panels for European Socio-economic Research
(CHER) with the exception of the cross-sectional model for Poland, which is
estimated on a broader survey conducted by the Polish Central Statistical
Office.
Part IV: Simply Stata
------------------------------
17:00 Stata and the Newcomer
Svend Juul, Department of Epidemiology and Social Medicine, University of
Aarhus, Denmark
During a long history with a lot of people involved, Stata has grown and
flourished. It seems, however, that the needs of the newcomer don't get the
attention they deserve. I switched from SPSS to Stata three years ago, and I
am happy now, but I still remember my initial troubles. Also, when teaching
Stata to new users, I see them repeatedly encounter the same problems and
difficulties.
During the presentation I will demonstrate some shortcomings of Stata for new
users. I will also give constructive suggestions for improvements.
Some of the current problems, and some suggestions on how to overcome them,
can be seen in my booklet "Introduction to Stata"; download it from
www.biostat.au.dk/teaching/software.
17:30 Coffee Break, Refreshments
17:40 Report to the Users
Alan Riley, Stata Corp
18:10 Wishes and Grumbles
18:45 Planning of the 3rd Stata Users Group Meeting 2005
19:00 End of the Meeting
--
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