A beginner-friendly walk-through of six treatment-effects estimators in Stata --- regression adjustment, IPW, IPWRA, AIPW, nearest-neighbor matching, and propensity-score matching --- applied to the classic maternal-smoking and birth-weight case study.
Estimate the within-country dynamic effect of war on log GDP per capita using Arellano-Bond GMM in Stata, reproducing Thies and Baum (2020) on a 1955-2015 panel of 160 countries.
Replicate Hodler and Raschky (2014) to estimate the causal effect of economic shocks on civil conflict using 2SLS instrumental variables with panel data from 5,689 African regions
Estimate the causal effect of California's Proposition 99 tobacco control program on cigarette sales using the synthetic control method in Stata, with in-space placebo, in-time placebo, and leave-one-out robustness tests
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.