Tag: stata

nlcom and the Delta Method in Stata

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nlcom and the Delta Method in Stata 1

The delta method approximates the expectation of some function of a random variable by relying on a (truncated) Taylor series expansion. In plain words, that means that one can use the delta method to calculate confidence intervals and perform hypothesis tests on just about every linear or nonlinear transformation of a vector of parameter estimates. Stata’s procedure nlcom is a particularly versatile and powerful implementation of the delta method. If you can write down the formula of the transformation, nlcom will spit out the result. And that means that you can abuse Stata’s built in procedures to implement your own estimators.

ME at the Margins: Average Marginal Effects, Marginal Effects at the Mean, and margins in Stata

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ME at the Margins: Average Marginal Effects, Marginal Effects at the Mean, and margins in Stata 2

Stata’s margins command can be a bit confusing Stata’s margins is a postestimation command which does all sorts of amazing things. Margins is incredibly powerful, and the accompanying marginsplot command nearly always does just the right thing. Margins and marginsplot have almost singlehandedly changed the way people interpret the way model estimates (particularly estimates from…

Failing better in Stata

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The Stata idiom capture quietly makes it so that any output from the subsequent command is suppressed, and that even critical failures are happily ignored. Your script soldiers on, and you are none the wiser. I always thought that this is a wonderful metaphor for organisational behaviour. In unrelated news, every other summer, Statacorp comes…

Surveybias 1.4 is out

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Surveybias 1.4 is out 9

Just how badly biased is your pre-election survey? Once the election results are in, our scalar measures B and B_w provide convenient, single number summaries. Our surveybias add-on for Stata will calculate these and other measures from either raw data or from published margins. Its latest iteration (version 1.4) has just appeared on SSC. Surveybias…

“Strukturgleichungsmodelle für Politikwissenschaftler” erschienen

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In der letzten Woche ist meine Einführung zum Thema Strukturgleichungsmodelle bei Springer/VS erschienen. Das Buch zeigt, wie sich die gängigsten Modelle (u.a. einfache und Mehr-Gruppen-Konfirmatorische-Faktorenanalysen (CFA/MGCFA)) in Stata, Lisrel und MPlus realisieren lassen. Die Beispiele stammen aus dem Bereich der politikwissenschaftlichen Einstellungsforschung (Fremdenfeindlichkeit, politische Entfremdung, politisches Interesse …). Alle Beispieldateien können hier heruntergeladen werden. Das…