Resources

Software

All labs use STATA on your own laptop. Stata 17 or later is required (xtdidregress, used in Session 4, was introduced in Stata 17).

User-written packages

Please install the following packages before the first session. Run the block once from the Stata command window or a do-file:

* Session 1 — sensitivity analysis
ssc install sensemakr, replace

* Session 3 — randomization inference
ssc install ritest, replace

* Session 4 — heterogeneity-robust DiD and event-study plots
ssc install drdid, replace
ssc install csdid, replace
ssc install did_imputation, replace
ssc install event_plot, replace

* Session 5 — additional IV diagnostics
ssc install ranktest, replace
ssc install ivreg2, replace

If ssc install fails on the university network, try again from a different connection or download the package files from SSC and install them with net install.

Working with replicable code

Assignments and the final paper must be accompanied by a do-file that reproduces all results. A minimal structure:

* ------------------------------------------------------------
* Project:  <title>
* Author:   <name>
* Date:     <date>
* Purpose:  reproduces all tables and figures in the paper
* ------------------------------------------------------------
version 18
clear all
set more off
set seed 20262027

* Paths: change only this line
global root "C:/Users/<you>/qmm2627_assignment1"

use "$root/data/mydata.dta", clear

* 1. Data preparation
* 2. Descriptives
* 3. Main models
* 4. Robustness and diagnostics

Set version to the Stata version you use, always set a seed when results depend on randomization (bootstrap, randomization inference, matching with ties), and never hard-code paths inside the analysis.

Open-access texts

Stata documentation

  • Stata manuals (PDF, all volumes): https://www.stata.com/features/documentation/
  • Stata Structural Equation Modeling Reference Manual — for Session 2.
  • Stata Treatment-Effects Reference Manual — for Sessions 1, 4 and 5 (teffects, didregress/xtdidregress).