Learn Difference-in-Differences (DiD) in Stata using a case study of an after-school tutoring program. Covers the 2x2 design, TWFE regression, event studies, and parallel trends testing based on Corral and Yang (2024).
Evaluate the causal effect of a school tutoring program on student exit exam scores using sharp regression discontinuity design with parametric OLS and nonparametric rdrobust estimation in Stata
Identify latent group structures in panel data using the Classifier-LASSO method (Su, Shi, Phillips 2016), revealing that the pooled democracy-growth effect of +1.055 masks a +2.151 effect in 57 countries and a -0.936 effect in 41 countries.
Bayesian Model Averaging and Double-Selection LASSO applied to the Environmental Kuznets Curve using synthetic panel data with a known answer key, demonstrating how both methods recover the true predictors of CO2 emissions.
Estimate spatial dynamic panel models with unobserved common factors using the spxtivdfreg package in Stata --- an IV approach that handles spatial lags, temporal persistence, endogenous regressors, and latent factors simultaneously
A hands-on guide to the scatterfit package in Stata --- from understanding the Frisch-Waugh-Lovell theorem through simulated confounding to visualizing fixed effects in real panel data --- showing what "controlling for" looks like as a scatter plot.
Assess how robust difference-in-differences results are to violations of parallel trends using the honestdid package in Stata, progressing from a simple 2x2 DiD to multi-period event studies with relative magnitudes and smoothness restrictions
Evaluate the causal effect of a cash transfer program on household consumption using regression adjustment, inverse probability weighting, doubly robust, and difference-in-differences methods in Stata
Explore the full taxonomy of cross-sectional spatial models --- OLS, SAR, SEM, SLX, SDM, SDEM, SAC, and GNS --- using the Columbus crime dataset in Stata, following Elhorst (2014)
Model spatial spillovers in panel data using the Spatial Durbin Model (SDM), Wald specification tests, and dynamic extensions with the xsmle package in Stata