July 8-12, 2013 | Instructor Scott Long | University of Michigan-Ann Arbor

To enroll, contact the ICPSR Summer Program. FAQs · What to wear · Syllabus · Started with Stata · Codebooks · Math Review · Datasets and do files · Using SPost · FTP for ICPSR · esttab

The workshop deals with the most important regression models for binary, ordinal, nominal and count outcomes. While advances in software make it simple to estimate these models, the effective interpretation of these nonlinear models is a vexingly difficult art that requires time, practice, and a firm grounding in the goals of your analysis and the characteristics of your model. The workshop begins by discussing the general objectives for interpreting results from any regression model and considers why these objectives are more difficult in nonlinear models. Concepts of estimation, testing, and identification are introduced in a quick review of the linear regression model. These ideas are used to develop the binary logit and probit models. Advanced methods of interpretation are introduced using Stata's margins command, with detailed examples on how to compute and interpreting average marginal effects, the distribution of effects, and related methods. Concepts from the binary model are used to develop the multinomial logit model for nominal outcomes, followed by the development of several models for ordinal outcomes. Finally, models for count data, including Poisson regression, negative binomial regression, and zero modified models are presented. While familiarity with Stata is recommended, the labs provide step by step instructions for those new to Stata.

• "Predictive margins" involve interpreting models using predictions rather than parameters. This provides incredibly valuable insights into your models.
• Mastering the incredibly powerful (and confusing) margins comman.
• Learning about new SPost commands to control margins.
• Automating your work to make complex analyses routine.
• Using graphical methods for exploring models.
• Finding out why "ordinal" models aren't always ordinal, and why ordinal outcomes might not be!

While the labs use Stata and the lectures illustrate concepts with analyses from Stata, the class does not assume you have used Stata. The labs provide step by step written instructions to help you learn Stata quickly. More experience Stata users can jump into more advanced exercises. .

FAQs

1. Can I bring my own data? Yes and I am pleased to meet with you individually to discuss your research. However, it is important that the data has been "cleaned" since you won't have time to do that during the workshop. Ideally, it should be converted to Stata format. Software is available to convert data from one format to another, but to be safe try to do this before arriving.
2. Do I have to use Stata? If you absolutely refuse to use Stata, you probably won't like the course (although I have had students who used SAS in lab and loved the class). If you have never used Stata but are willing to give it a try, you will have no trouble doing the exercises. In lab you will be given handouts that walk you through each step and the TA and I will be there to help. Will you be able to apply what is done using other software? Yes, but but it is likely to require a great deal more work. Why? Jeremy Freese and I have written the SPost commands that make complex computations trivially simple. I am glad to talk with people about how you might approach these computations in other software.
3. Do I need to know everything on the math review? It helps, but the most important thing is to be sure you are comfortable with the log transformation and the exponential. If you are confused by these, be sure to ask when you get here.
4. What should I bring (to wear)?  A sweater or light jacket for class! While the thermometer in the class room is a continuous scale, it tends to produce a binary outcome of being either too hot or too cold. This might have changed, but to be safe, bring something extra to wear. (Those of you who have been reading ahead will notice that I've just given an example of the latent variable approach to deriving the binary logit and probit models.)
5. And, what else should I bring?  I recommend a USB storage device to save your work. If you bring a laptop that has Stata installed, we can help you get all the special software installed that is used in class. If you do not have Stata, we should be able to install a copy you can use during the week of class.
6. Will I have fun? I certainly will and I think you will too. ICPSR workshops are a great way to learn new methods.
7. Do I need to buy the books? You will be given extensive handouts with lecture notes. While at ICPSR this might be all you need. The "with Stata" book has less technical detail than the Sage book, but has a lot of information of using Stata. The books will be for sale in Ann Arbor; links to the books are here.

Datasets and sample do files

In Stata you should be able to get to the datasets over the web using spex dataset-name. The do files and data can be downloaded from Stata by type findit icpsrlong and following what it tells you.