We are delighted to congratulate Professor A. Colin Cameron, Distinguished Professor of Economics at UC Davis and member of DataLab’s Faculty Advisory Group, on the publication of his new book, Microeconometrics using Stata: Second Edition. Co-authored with Pravin K. Trivedi of Indiana University, Bloomington, this two volume book covers over ten years of enhancements to Stata and methodological developments in empirical microeconometrics analysis.
The book focuses on regression methods used for economic analysis of individual-level, cross-section and panel data. The first volume focuses on linear regression modeling, with a brief introduction to nonlinear regression. In addition to serving graduate students and researchers, much of the first volume is intended to be suitable for advanced undergraduate economics courses. The second volume covers standard nonlinear modeling as well as more advanced and emerging approaches including duration models, treatment effects in randomized control trials, treatment effects with endogenous treatments, parametric models for endogeneity and heterogeneity, spatial regression, semiparametric regression, machine learning and prediction, and Bayesian methods.
Professor Cameron’s research in microeconometrics for cross-section data appears in many leading economics and econometrics journals. His research on count data modeling includes the publication co-authored with Pravin Trivedi “Econometrics Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests” (1986, Journal of Applied Econometrics). His research on robust statistical inference in regression models with clustered errors includes co-authored publications with Jonah Gelbach and Doug Miller, “Bootstrap-based Improvements for Inference with Clustered Errors” (2008, Review of Economics and Statistics) and “Robust Inference with Multi-Way Clustering” (2011, Journal of Business and Statistics), as well as a co-authored piece with Doug Miller entitled “A Practitioner’s Guide to Cluster-Robust Inference” (2015, Journal of Human Resources).
You can access a digital version of Microeconometrics using Stata from Shields Library, and view slides from Professor Cameron’s recent talk on the book. All datasets and programs can be downloaded for free from the Stata Press book website.