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2021 Evening Club: Stata Summer School

Click here to register

A. Course summary
Instructor:  Lian Yujun (Elementary + Advanced) || Jiang Ting (Thesis Class)

Registration Link: http://junquan18903405450.mikecrm.com/kILLnGa Course Homepage: https://git

ee.com/arlionn/PX Note: Preview Information, frequently asked questions, etc. will be published on this
homepage. 

Beginner class : class has started

Advanced class : July 24-26 (three days), webcast + 5 days replay

Thesis class : July 28-30 (three days), webcast + 5 days replay

Full class : July 20th-July 30th, webcast + 15 days replay

Special Note:

In order to protect the intellectual property rights of lecturers and the security of your account, the syste
m will automatically embed your "user name" information in the videos you watch. Each account can only
lock one device for viewing, so as to effectively protect your rights.

B. Lecture guests

Lian Yujun  , Ph.D. in Economics, Xi'an Jiaotong University, Associate Professor and PhD supervisor of Lingnan
College, Sun Yat-Sen University. He has published more than 60 papers in journals such as China Economic
Review, Economic Research, Management World, Economics (Quarterly), Financial Research, and Statistical
Research. Has completed Panel VAR, Stata Panel Threshold, Two -tier Stochastic Frontier and other
measurement model implementation procedures, and written a few small programs, such as , , , and so on.
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Teacher Lian Yujun’s team has been actively sharing the experience in the Stata application, and has set up
Lianxianghui-Homepage , Lianxianghui-Live Room , Lianxianghui-Zhihu and other columns, which have been
shared on the WeChat public account ( Stata Lianxianghui ) There are more than 400 tweets and more
than 5 million views. winsor2 xtbalance bdiff ua   

Jiang Ting , Ph.D. in Economics, School of Business, Hong Kong University of Science and Technology,
Associate Professor, School of Economics, Renmin University of China, Researcher at the National
Development and Strategy Research Institute of National People's Congress, Deputy Director of the Research
Center for Microdata and Empirical Methods, National People's Congress, and Visiting Scholar of Columbia
University Business School The main research fields are economic growth and development, urban economics,
and new political economics. He has published many publications in famous domestic and foreign academic
journals such as Economics Letters , Review of Development Economics , "Economic Research",
"Management World", "World Economy", etc. This paper was invited to teach a short-term frontier course of
"Applied Micro-Econometrics" in many universities, and was hailed as the " Master of Daigo ." 

⭕ 2. Stata Advanced Class

Time:  July 24-26, 2021 (three days)

Method:  webcast + 5 days playback
Lecture Guest:  Lian Yujun (Sun Yat-Sen University)
Teaching Arrangement

(1) Teaching method:  slides + Stata16 practical operation demonstration, the whole electronic blackb
oard + Stata demonstration screenshots, and share with the students in PDF form after class

(2) Teaching time:  9:00-12:00 in the morning, 14: in the afternoon 30-17:30 (17:30-18:00 Q&A).

(3) Q&A throughout the course:  A teaching assistant team composed of 10 experienced students will
answer questions throughout the course group, record and classify the Q&A Solitaire documents in detail,
and publish them on the course homepage . 
Course homepage: https://gitee.com/arlionn/PX 
Registration link: http://junquan18903405450.mikecrm.com/kILLnGa 

✨Special introduction (Stata advanced class)

Lecture 1 Dynamic Panel Model\Panel VAR Model

Introduction to IV and GMM estimation

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First-order difference GMM estimator (FD-GMM)

Sequence correlation test, over-identification test (Sargan test)
Common problems of model setting (weak instrumental variable problem)
Introduction to Panel VAR Model
PVAR model that allows exogenous variables
Impact response function (IRF), variance decomposition (FEVD)
Application examples (introduction of 2 papers)

Lecture 2 Cross-section and panel threshold model

Introduction to Bootstrap
Sectional Threshold Model (Cross-sectional Threshold Model)
Panel threshold model (Panel Threshold Model)
Dynamic panel threshold model (Dynamic Panel Threshold Mode)
Application examples (introduction of 2 papers)

Lecture 3 Endogenous Topic I: Processing Effect Model

Self-selection bias and sample selection bias

Tobit model: estimation, testing, and marginal effects
Heckman Selection Model
Treatment Effect Model
Application examples (introduction of 2 papers)

Lecture 4 Endogenous Topic II: Breakpoint Regression Analysis (RDD)

Introduction to Regression Discontinuity Design (RDD)

Clear breakpoint RDD analysis (Sharp RDD)
Fuzzy breakpoint RDD analysis (Fuzzy RDD)
Inflection point regression analysis (RKD)
Time breakpoint regression
Hypothesis testing: continuity, smoothness, randomness
Example: 2 articles

Lecture 5 Endogenous Topic III: Synthetic Control Method (SCM)

Introduction to Synthetic Control Method

The calculation of composite weight
Placebo test
Various traps in practice
A classic paper (Stata implementation process): [1] Abadie, A., A. Diamond, J. Hainmueller, 2010, Synthet
ic control methods for comparative case studies: Estimating the effect of california's tobacco control progr
am, Journal of the American Statistical Association , 105 (490): 493-505. [ PDF ] 

Lecture 6 Essay Writing and Project Application

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Essay topic
Research contribution
Research design
Tender writing

⭕ 3. Stata thesis class

Speaker:  Jiang Ting (Renmin University of China)

Time:  July 28-30, 2021 (three days)
Method:  webcast + 5 days playback
Teaching Arrangement

(1) Teaching method:  slides + Stata16 practical operation demonstration, the whole electronic blackb
oard + Stata demonstration screenshots, and share with the students in PDF form after class

(2) Teaching time:  9:00-12:00 in the morning, 14: in the afternoon 30-17:30 (17:30-18:00 Q&A).

(3) Q&A throughout the course:  A teaching assistant team composed of 10 experienced students will
answer questions throughout the course group, record and classify the Q&A Solitaire documents in detail,
and publish them on the course homepage . 
Course homepage: https://gitee.com/arlionn/PX 
Registration link: http://junquan18903405450.mikecrm.com/kILLnGa 

✨Special introduction (Stata thesis class)

This thesis class is six and a half days in total, divided into three lectures. According to the feedback of
previous students, this thesis class is no longer bound to the time constraints of one essay every half day.
Through a more flexible design and time arrangement, the essay is used as a clue, and the intensive and
general lectures are combined. A thorough and subtle understanding of causal inference methods is shared
with everyone.

Lecture 1 Linear model method for cross-sectional data (duration: about

1.5 days)

Intensive papers:  Nunn, Nathan, and Leonard Wantchekon, 2011, The Slave Trade and the Origins of
Mistrust in Africa. American Economic Review 101(7): 3221-52.  

Nunn and Qian (2011)  is a great work showing various techniques of ordinary least squares method
and instrumental variable method . This article discusses how the historical African slave trade has
shaped interpersonal distrust today, and uses the distance between race and coastline as an instrumental
variable for the intensity of the slave trade. The article first uses the least squares method, and then evaluates
the extent to which the results of the least squares estimation are affected by the selection bias; then uses
the instrumental variable method, and uses various falsification tests to demonstrate the rationality of the
instrumental variables; and finally Shows how to use clever control to discuss the channels of causality.
Therefore, this article is particularly suitable as the material for the linear model method of cross-sectional
data. The following is the lecture logic of Teacher Jiang in series with this article:  

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The key to causal inference: exogenous variation

Separation of exogenous variability: the role of control variables
Fixed effects: an important control
Observable vs. unobservable selectivity: How to escape control in OLS regression
Looking for exogenous variability: IV method
Suspected endogenous instrumental variables: how to escape control in IV regression

In addition, we will learn from this article:

How to discuss the statistical and economic implications of coefficient estimation

How to construct different robust standard errors
How to test the channels of causality

Lecture 2 Anatomy of matching method (about 0.5 days in duration)

 Intensive papers: Imbens, Guido W, 2015, Matching Methods in Practice: Three Examples. Journal of H
uman Resources 50(2): 373-419.  

Imbens (2015)  is an authoritative guide on how to use matching methods correctly shared by Imbens, a
leader in matching methods. We know that there are many matching methods, and there is a lot of room for
flexible manipulation. The selection of matching variables is even more exquisite, which makes the results of
matching estimation often not robust. We start from the working principle of the matching method, deeply
analyze the similarities and differences between it and the linear model method, and convey the essence of
the matching method to the students. Then, according to Immens's suggestion, the operation details of the
matching method will be explained one by one from various links such as sample balance test, propensity
score estimation, sample censorship, and estimation method selection. Perhaps the most important truth of
this talk is that the matching method cannot be understood as a means of dealing with endogenity!
 So, what exactly is the matching method? Where is it useful? Teacher Jiang will peel off the cocoon for you,
go straight to its essence, and pave the way for the next lecture. Through this lecture, we will learn:

How to understand the matching method from the counterfactual framework

What kind of bias does the matching method solve?
Comparison of matching method and regression with control variables
Explain the operation details of the matching method step by step

Lecture 3 Double difference method and its combination with matching m

ethod (about 1 day)

Intensive papers:

[1]  Nunn, Nathan, and Nancy Qian, 2011, The Potato's Contribution to Population and Urbanization: Evi
dence from a Historical Experiment. Quarterly Journal of Economics 126(2): 593–650. [2] Schmitt, Matt ,
2018, Multimarket Contact in the Hospital Industry. American Economic Journal: Economic Policy 10(3): 3
61-387.  

   

Nunn and Qian (2011)  is a classic literature that typically uses continuous processing and multi-period double
difference methods. This article discusses how the promotion of potatoes, a crop that originated in the New
World, in the Old World has promoted population growth and urbanization. The article uses the suitability of a

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country to grow potatoes as the intensity of the country's acceptance of "policy intervention" , and the
large-scale promotion of potatoes in the Old World to determine the timing of "policy intervention". The
method used in this article is more general than discrete processing or two-period problems, and empirical
methods such as benchmark estimation , flexible estimation , rolling estimation , change
processing time point , change processing group, etc. are also very useful for reference.    

Schmitt (2018)  is a masterpiece of the combination of double difference method and matching method. The
industrial organization theory believes that when two companies compete in multiple markets at the same
time, it is easier for the two companies to reach a tacit understanding and reduce the intensity of competition,
so as not to fight each other in each market. This article examines the cross-regional mergers of American
hospital groups from 2000 to 2010 and finds that multi-market competition has indeed pushed up medical
prices. The author first uses the method of covariate matching to construct matching samples, and then
performs linear double difference estimation on the matching samples. In this data, "processing" (inter-
regional mergers) occurs year by year , so learning how the author performs matching is of particular
reference value.

Through the study of this lecture, we will enhance our understanding of the following issues:

What is the essence of the panel data fixed effects model?

What are the identification assumptions of the DID method?
How many DID models are there?
How to plot the estimated results of multiple periods of DID?
What are the ways to combine DID and Matching?
How to match between individuals under panel data?
How to indirectly test the identification hypothesis and eliminate the competitive hypothesis?

3.3. Final words

It needs to be emphasized that the study in the thesis class is very hard and requires everyone to work hard.
The most basic requirement is to carefully study each paper before the start of the class, understand its
research background, research ideas, measurement methods and main conclusions, and attend the class with
questions. At the same time, it is also recommended that you must master the literature retrieval methods
before the class starts, and learn to use tools such as Microsoft Scholar, Google Scholar, and Endnote to
track the follow-up progress of each paper and discover new research topics.  

⏳ 4. Registration and payment information

Organizer:  Taiyuan Junquan Education Consulting Co., Ltd.
Standard fee (primary/advanced/thesis class single class registration): 3700 yuan/person (full price)
Preferential plan :
Single class registration for veteran on-site class:  10% off, 3330 yuan/person
Single class member registration:  15% off, 3145 yuan/person
Registration for any combination of any two of the three classes:  6100 yuan/person
Summer vacation full class registration:  9000 yuan/person

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Gift courses:

A. My Tesla-Empirical Research Design B. Dynamic Panel Data Model C. My Beetle-Elaboration and Repro
duction of Thesis 

Gift method:  single class registration can choose one of the above courses, any combination of two cla
sses can choose the second, and the whole registration is all free.

Reminder: The  above discounts cannot be used in combination.

contact details:
Email: wjx004@sina.com
Teacher Wang: 18903405450 (same number on WeChat)
Teacher Li: 18636102467 (same number on WeChat)

Special Note:

In order to protect the intellectual property rights of lecturers and the security of your account, the syste
m will automatically embed your "user name" information in the videos you watch. Each account can only
lock one device for viewing, so as to effectively protect your rights.

Registration link: http://junquan18903405450.mikecrm.com/kILLnGa 

⏩ Long press/scan QR code to register:

Payment method
Method 1: Transfer to the public

Account Name: Taiyuan Junquan Education Consulting Co., Ltd.

Account number: 35117530000023891 (South Central Sub-branch of Jinshang Bank, Taiyuan City, Shanxi
Province)
Reminder: When  making a public transfer, please be sure to provide " remitter name-unit " informat
ion for confirmation.

Method 2: Scan QR code to pay

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Reminder: After  scanning the QR code to pay, please send the screenshot of " Payment Record " to
Teacher Wang-18903405450 (same number on WeChat)

Course homepage: https://gitee.com/arlionn/PX 

Favorites

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