CODICE CORSO: I-SS10 LINGUA: RESIDENZIALE

IV Summer School – Econometrics for Program Evaluation: Theory and Practice using Stata

Providing effective evaluation of economic, social and medical programs has become an increasingly important requirement for both public and private institutions. This school seeks therefore, to provide participants with the requisite tools, both theoretical and applied, for the correct implementation of modern micro-econometric methods for implementing program evaluation using Stata. As such, the program has been developed to encompass both: standard statistical methods of program evaluation: regression-adjustment, matching, selection-models and difference-in-differences methodologies; and the more advanced econometric techniques: for example, instrumental variables, endogenous regression-adjustment and regression discontinuity design.

 

The school opens with an introductory one day course (Module A) to the statistical package Stata, during which participants will be provided with the necessary tools to enable them to use Stata independently. Module B (Introductory Econometrics) running from day two to four, offers participants the opportunity to acquire, or simply refresh, the econometric techniques required to follow and actively participate in the empirical sessions during the course of the week. Both Modules A and B are optionally, attendance will depend on the individual participant’s background.

 

At the end of the school participants are expected to be able to master complex evaluation design by: identifying the type of data required in their specific policy framework; evaluating which specific econometric method is more appropriate for the analysis in hand; and finally extracting policy recommendations from the obtained results. Participants should leave the course being in a position to autonomously implement, with the aid of the Stata routines utilized during the sessions, the theories and methodologies discussed during the course of the school.

 

In common with TStat’s course philosophy, each individual session is composed of both a theoretical component (in which the techniques and underlying principles behind them are explained), and an applied (hands-on) segment, during which participants have the opportunity to implement the techniques using real data under the watchful eye of the course tutor. Throughout the school, theoretical sessions are reinforced by case study examples, in which the course tutor discusses and highlights potential pitfalls and the advantages of individual techniques.

Researchers and professionals working in public and private institutions needing to undertake econometric program evaluation analysis using micro data. Although these methodologies are commonly used to evaluate policy interventions in, for example, the labour market, investment activities of enterprises, education policy, regional development, etc., they can in fact be used across a variety of studies, such as public health sector evaluation, which aim to estimate the ex-post impact of a given intervention or project on specific targets.

Introductory knowledge of econometrics and/or statistics.

MODULE A: AN INTRODUCTION TO STATA

 

SESSION I: INTRODUCTION – GETTING STARTED

Stata’s GUI
File types in Stata
Working interactively in Stata
Saving output: the log file
Interrupting Stata
Loading Stata databases
The Log Output File
Saving databases in Stata
Exiting the software

 

SESSION II: PRELIMINARY DATA ANALYSIS

A preliminary look at the data: describe, summarize commands
Abbreviations in Stata
Stata’s syntax
Summary statistics
Statistical Tables: table, tabstat and tabulate commands

 

SESSION III: DATA MANAGEMENT

Renaming variables
Selecting or eliminating variables
The count command
sort command
Creating sub-groups: the prefix by
Creating new variables: generate
Operators in Stata
The command assert
Missing values in Stata
Modifying variables: replace, recode
Creating Labels: variable labels and value labels
Creating dummy variables

 

SESSION IV: IMPORTING DATA FROM SPREADSHEETS

Import Excel and Export Excel commands
The insheet and outsheet commands
Importing in SPSS Files
Issues to watch out for when importing data

Missing values
String variables
Date variables

Redefining missing values
destring command
tostring command
Dealing with “messy” strings

 

SESSION V: GRAPHICS – A BRIEF INTRODUCTION

Stata’s syntax for two way graphs
Saving and exporting graphs
Useful graph commands
Personalizing a graph
Stata’s Graph Editor

 

APPENDIX A: USEFUL TO KNOW

APPENDIX B: MORE ADVANCED ISSUES (time permitting)

do files
Merging data bases
e-class and r-class variables
collapse command
preserve command
restore command

 

MODULE B: INTRODUCTORY ECONOMETRICS MODULE I

 

DAY 1: THE LINEAR REGRESSION MODEL

SESSION I: ORDINARY LEAST SUQARES (OLS) ESTIMATION

OLS Estimation in Stata

 

SESSION II: QUALITATIVE EXPLANATORY VARIABLES

OLS estimation in the presence of qualitative explanatory variables
Including factor variables in the estimation process

 

DAY 2: ENDOGENEITY AND INSTRUMENTAL VARIABLES ESTIMATORS

SESSION I: INSTRUMENTALS VARIABLES ESTIMATORS

Endogeneity and bias in OLS estimators
Instrumental variables and GMM estimators
Implementation in Stata

 

SESSION II: TESTS AND ROBUSTNESS

Testing for exogeneity
Tests of over-identifying restrictions
Testing for weak instruments
Tests and robustness in Stata

 

INTRODUCTORY ECONOMETRICS MODULE II

 

DAY 3: LIMITED DEPENDENT VARIABLE MODELS

SESSION I: BINARY DEPENDENT VARIABLE

Binary outcome models
Goodness of fit and specification tests
Implementation in Stata

 

SESSION II: CENSORED AND SELECTION MODELS

Tobit models
Selection models
Implementation in Stata

 

MODULE C: PROGRAM EVALUATION

 

DAY 1: ECONOMETRICS OF PROGRAM EVALUATION

SESSION I: INTRODUCTION TO THE ECONOMETRICS OF PROGRAM EVALUATION

Concept of conterfactual causality
Experimental and quasi-experimental settings
Non-random sampling: selection on observables and selection on unobservables
Definition of treatment effects: types of effects and potential outcome
Notation and working hypotheses: SUTVA, CIA and CMI

 

SESSION II: OVERVIEW OF THE METHODS

Available econometric methods: limits and advantages
Stata for effective program evaluation: user-written commands and the teffects package

 

SESSION III: LINEAR AND NON-LINEAR REGRESSION ADJUSTMENT

The control function regression approach
Non-linear models

 

DAY 2: MATCHING AND REWEIGHTING

SESSION I: MATCHING

The selection on observable setting
Identification conditions for Matching
Matching in practice: tests and sensitivity analysis
Implementation in Stata

 

SESSION II: REWEIGHTING

The logic of Reweighting
Reweighting on the propensity score
Analytical and bootstrap standard errors
Implementation in Stata

 

DAY 3: INSTRUMENTAL-VARIABLES AND SELECTION MODELS

SESSION I: INSTRUMETAL-VARIABLES

The logic of IV
Endogeneity and consistent estimation
Types of IV methods
Implementation in Stata

 

SESSION II: ENDOGENOUS REGRESSION ADJUSTMENT

The logic of ERA
The residual control-function approach
Implementation in Stata

 

SESSION III: SELECTION MODEL (HECKIT)

Dealing with selection-on-unobservables
Heckman selection model (heckit)
Implementation in Stata

 

DAY 4: DIFFERENCE-IN-DIFFERENCES AND REGRESSION DISCONTINUITY DESIGN

SESSION I: DIFFERENCE-IN-DIFFERENCES (DID)

DID statistical setting
DID with longitudinal data
DID with repeated cross-section
Pre-post treatment dynamic effect
Implementation in Stata

 

SESSION II: REGRESSION DISCONTINUITY DESIGN (RDD) (time permitting)

RDD as a local approximation of a natural experiment
Sharp RDD  setting and estimation
Fuzzy RDD setting and estimation
Implementation in Stata

 

SESSION III: POLICY EVALUATION IN PRACTICE

Ex-post policy evaluation: logical structure and statistical design
The choice of the evaluation method
Limitations and open questions

The summer school is expected in Florence from the 25th of August to the 1st of September 2018.

 

CISL Studium Centre ♦ Via della Piazzola, 71 Florence (Italy)

PARTICIPATION FOR THE ENTIRE WEEK (Modules A, B and C – 8 days)
Students*: € 1885.00
Academic: € 2823.00
Non-Profit/Public Research Centres: € 3151.00
Commercial: € 3480.00

 

MODULE A and B (4 days)
Students*: € 1120.00
Academic: € 1659.00
Non-Profit/Public Research Centres: € 1853.00
Commercial: € 2047.00

 

MODULE B (3 days)
Students*: € 875.00
Academic: € 1299.00
Non-Profit/Public Research Centres: € 1443.00
Commercial: € 1587.00

 

MODULE C (4 days)
Students*: € 1147.00
Academic: € 1712.00
Non-Profit/Public Research Centres: € 1904.00
Commercial: € 2096.00

 

*To be eligible for student prices, participants must provide proof of their full-time student status for the current academic year.

 

Fees are subject to VAT (applied at the current Italian rate of 22%). Under current EU fiscal regulations, VAT will not however applied to companies, Institutions or Universities providing a valid tax registration number.

 

Please note that a non-refundable deposit of €100.00 for students and €200.00 for Academic, Non-Profit/Public Research Centres and Commercial participants, is required to secure a place and is payable upon registration. The number of participants is limited to 15. Places will be allocated on a first come, first serve basis.

 

Course fees cover: i) teaching materials (copies of lecture slides, databases and Stata routines used during the summer school; ii) a temporary licence of Stata valid for 30 days from the beginning of the school; iii) half board accommodation (breakfast, lunch and coffee breaks) in a single room at the CISL Studium Centre (8 nights for entire week, 4 nights for Modules A and B, 3 nights for Module B, 4 nights for Module C). Participants requiring accommodation the night of the final day of the school, are requested to contact us as soon as possible.

 

To maximize the usefulness of this summer school, we strongly recommend that participants bring their own laptops with them, to enable them to actively participate in the empirical sessions.

 

REGISTRATION DEADLINE

Individuals interested in attending this summer school must return their completed registration forms either by email (training@tstat.eu) or by fax (+39 0864 206014) to TStat by the 6th of August 2018.


L’iscrizione al corso dovrà avvenire tramite lo specifico modulo di registrazione e pervenire a TStat S.r.l. almeno 15 giorni prima dell’inizio del corso stesso. E’ possibile richiedere il modulo di registrazione compilando il seguente form oppure inviando una mail a formazione@tstat.it


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Autorizzo il trattamento dei dati personali ai sensi dell'articolo 13 del D.lgs. n.196/2003 - Testo completo



Providing effective evaluation of economic, social and medical programs has become an increasingly important requirement for both public and private institutions. This school seeks therefore, to provide participants with the requisite tools, both theoretical and applied, for the correct implementation of modern micro-econometric methods for implementing program evaluation using Stata. As such, the program has been developed to encompass both: standard statistical methods of program evaluation: regression-adjustment, matching, selection-models and difference-in-differences methodologies; and the more advanced econometric techniques: for example, instrumental variables, endogenous regression-adjustment and regression discontinuity design.