3rd German Stata Users' Group Meeting: Announcement and Program
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The 3rd German Stata Users' Group Meeting will be held at the
Wissenschaftszentrum Berlin (http://www.wz-berlin.de) on Friday, 8th April
2005.
The content of the meeting has been organised by Johannes Giesecke, Humboldt
University Berlin ([email protected] ) and Ulrich Kohler, WZB
([email protected]) and Willi Sauerbrei ([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 Friday evening (at additional cost of 20 Euro).
Participants are asked to travel on their own fees. There will be a small
conference fee (regular 20 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/berlin05.
Schedule of the 3rd German Stata Users' Group Meeting
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8:45 Registration and coffee/tea
9:15 Welcome
Ulrich Kohler?, DPC
9:30 Multivariable regression models with continuous covariates, with
a practical emphasis on fractional polynomials and applications in
clinical epidemiology
Patrick Royston, Cancer Division, MRC Clinical Trials Unit
Regression models play a central role in epidemiology and clinical
studies. In epidemiology the emphasis is typically either on determining
whether a given risk factor affects the outcome of interest (adjusted
for confounders), or on estimating a dose/response curve for a given
factor, again adjusting for confounders. An important class of clinical
studies is the so-called prognostic factors studies, in which the
outcome for patients with chronic diseases such as cancer is predicted
from various clinical features. In both application areas, it is almost
always necessary to build a multivariable model incorporating known or
suspected influential variables while eliminating those found to be
unimportant.
It is commonplace for risk or prognostic factors to be measured
on a continuous scale, an obvious example being a person's age.
Conventionally, such factors are either modelled as linear functions
or are converted into categories according to some chosen set
of cut-points. However, categorisation and use of the resulting
estimates is a procedure known to be fraught with difficulty. A linear
function may fit the data badly and give misleading estimates of risk.
Therefore, reliable approaches for representing the effects of
continuous factors in multivariable models are urgently needed.
Building multivariable regression models by selecting influential
covariates and determining the functional form of the relationship
between a continuous covariate and the outcome when analysing data
from clinical and epidemiological studies is the main concern
of this talk. Systematic procedures which combine selection of
influential variables with determination of functional form for
continuous factors are rare. Analysts may apply their individual
subjective preferences for each part of the model-building process,
estimate parameters for several models and then decide on the
final strategy according to the results they find. By contrast,
we will present here the multivariable fractional polynomial (MFP)
approach as a systematic way to determine a multivariable regression
model. The MFP approach was made generally available to Stata users
in version 8 as the -mfp- command. Major concerns will be discussed,
including robustness and possible model instability. Regarding
determination of the functional form, we will also discuss some
alternatives with more emphasis on local estimation of the function
(e.g. splines). The MFP procedure may be used for various types
of regression models (linear regression model, logistic model,
Cox model, and many more). Examples with real data will be used as
illustrations.
10:30 Coffee
10:40 Response Surface Modelling Using Stata
Jeroen Weesie, University of Utrecht
11:20 Standard Errors for the Blinder-Oaxaca Decomposition
Ben Jann, ETH Zürich
The decomposition technique introduced by Blinder (1973) and Oaxaca
(1973) is widely used to study outcome differences between groups. For
example, the technique is commonly applied to the analysis of the gender
wage gap. However, despite the procedure's frequent use, very little
attention has been paid to the issue of estimating the sampling
variances of the decomposition components. We therefore suggest an
approach that introduces consistent variance estimators for several
variants of the decomposition. The accuracy of the new estimators under
ideal conditions is illustrated with the results of a Monte Carlo
simulation. As a second check, the estimators are compared to bootstrap
results obtained using real data. In contrast to previously proposed
statistics, the new method takes into account the extra variation
imposed by stochastic regressors.
12:00 Lunch
13:00 Estimating IRT models with gllamm
Herbert Matschinger, Department of Psychiatry, University of Leipzig
At least in psychology much attention is paid to different forms of
IRT models and particularly the Rasch model, since it is the only model
featuring specific objectivity which enables what is called a "fair
comparison" with respect to the latent dimension to be measured. Rasch
models have been developed both for binary and ordered multicategory
items as well as for models with difficulty parameter only (one
parameter model) and models with difficulty and discrimination
parameters (two parameter model). This presentation will focus on the
possibilities and restrictions in estimating these models with gllamm.
As an example we adopt data for the Psychological General Well-Being
Scale (WHO-5) which was employed in a study of the WHO to develop an
instrument to asses the quality of life of the elderly (65+). It
consists of 5 items and 5 ordinal categories each. Data come from 5
different European countries.
The effect of collapsing categories as well as item differential
functioning with respect to the countries will be evaluated. The
possibility of modelling the heterogeneity of the item-categories will
be discussed. The location of the countries on the random factor will
be estimated simultaneously.
13:40 A Survey on Survey Statistics: What is done, can be done in Stata,
and what's missing
Frauke Kreuter, Richard Valliant (Joint Program in Survey Methodology
University of Maryland, College Park)
Among survey statisticians Stata is increasingly recognized as one of
the more powerful statistical software packages for the analysis of
complex survey data. This paper will survey the capabilities of Stata to
analyze complex survey data. We will briefly review and compare
different methods for variance estimation for stratified and clustered
samples, and discuss the handling of survey weights. Examples will be
given for the practical importance of Stata's survey capabilities. In
addition we will point to statistical solutions that aren't yet part of
the official package, and review user written ados that currently extend
Stata's survey capabilities. Among the specific topics we will cover are
replication variance estimation (jackknife, balanced repeated
replication, and the bootstrap), issues associated with degrees of
freedom and domain estimates, quantile estimation, and some concerns
related to model fitting using survey data.
14:20 Coffee
14:35 Who do you trust while bubbles grow and blow? A comparative analysis of
the explanatory power of accounting and patent information for the
market values of German firms
Fred Ramb, Deutsche Bundesbank
Markus Reitzig, The Copenhagen Business School
We present a theoretical and empirical analysis of the fitness of
national German (German Commercial Code Handelsgesetzbuch (HGB)) and
international (IAS and US-GAAP) accounting information, as well as
European patent data to explain the market values of German
manufacturing firms. For the chosen volatile period from 1997 to 2002,
cautious national accounting information does not correlate with the
firms' residual market values (RMV). International accounting
information makes no meaningful contribution to explaining firms' RMV
and seems to measure over-investment only. Finally, patents counted at
the individual country level correlate with the firms' RMV. To the best
of our knowledge this is the first paper which use a panel fixed effects
estimator for a non-linear equation. We estimate the model using an
algorithm programmed with Stata and Ox.
15:15 Simple Thematic Mapping in Stata
Mauritio Pisati, University of Milan
Thematic maps illustrate the spatial distribution of one or more
variables of interest within a given geographical unit. The purpose of
this talk is to present version 2.0 of the -tmap- package, a suite of
Stata programs designed to draw several kinds of thematic map. The first
public release of -tmap- was published in The Stata Journal in 2004.
This presentation will focus on the new features of the package.
15:55 Coffee
16:10 Stata implementation at Berlecon Research: Experiences made -
requirements for a Professional Services Company
Andreas Stiehler, Berlecon
Berlecon Research is a German-based research company that analyzes the
potential of new technologies within the IT, Internet and mobile
industry in Germany and Europe. The analysis of survey data - typically
deliverd by market research companies - are an integral part of the
Berlecon activities. In 2004, the company implemented Stata 8 in order
to streamline the data processing and to design high quality graphs and
tables. The presentation will discuss the specific requirements for
Professional Research organisations needed by Stata program. Thereby,
main challenges and ways chosen to overcome them - as far as the Stata
usage by Berlecon - will be explained. Lastly, a wish list for the
Stata corporation will be presented.
16:50 Recent developments in Stata
David Drukker, StataCorp
17:30 Coffee
17:45 Report to the Users
Bill Gould, Stata Corp
18:30 Wishes and Grumbles
19:15 End of the Meeting
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