Econometrics of Program Evaluation using Stata


Timberlake

Start Date:

End Date:

Application Deadline:

Type

Professional training

Language of Instruction

English

Certifications & Titles

Certificate of Completion

Location

New Horizons, Computer Learning Centre

New York City

United States

Start Date:

End Date:

Location

United States

New York City

Type

Professional training

Application Deadline:


This course will provide participants with the essential tools, both theoretical and applied, for a proper use of modern micro-econometric methods for policy evaluation and causal counterfactual modelling under the assumption of “selection on observables”.

 

DAY 1

Session 1: Introduction to the Econometrics of Program Evaluation

  • Introduction to the Econometrics of Program Evaluation
  • Some statistical background
  • Experimental and non-experimental design
  • The selection problem: observable an unobservable nature
  • Assumptions and notation
  • Regression Adjustment (parametric and nonparametric)
  • Control-Function regression

Session 2: Applications using Stata

  • Use of the Stata 14 treatment-effects estimation package teffects
  • Presentation of DO-files and ADO-files provided
  • Application on real data of teffects subcommands
  • Extensions by Stata user-written commands: ivtreatregtreatrew

DAY 2

Session 1: Matching and Reweighting

  • Matching estimator: covariate and propensity score methods
  • Reweighting estimator
  • Double-robust estimator
  • Summary of methods

Session 2: Applications using Stata

  • Use of the Stata 14 treatment-effects estimation package teffects
  • Presentation of DO-files and ADO-files provided
  • Application on real data of teffects subcommands
  • Extensions by Stata user-written commands: pscorepsmatch2treatrew.

DAY 3

Session 1: Econometrics of program evaluation under “unobservable selection”

  • Summary of program evaluation under “observable selection”
  • Statistical background: the endogeneity problem
  • Assumptions and notation
  • Selection models (Heckit)
  • Instrumental variables approaches (IV)

Session 2: Applications using Stata

  • Use of the Stata 14 treatment-effects estimation package teffects
  • Presentation of DO-files and ADO-files provided
  • Application on real data of teffects subcommands
  • Extensions by Stata user-written commands: ivtreatreg.