6. 6. 2019: Workshop Introduction to Quantile Regression Using Stata
Date: 06/06/2019, 14:00-17:00
Room: RB 436
Registration: Due to a limited capacity please register here
Teacher: Smaranda Pantea
Description: Quantile regression is a useful method when the effect of the variable of interest on the dependent variable is expected to vary along the distribution of the dependent variable, such as, the effects of R&D on firm growth or the effects of different trainings on wages. In these cases, the average effect estimated by standard regression methods provides an incomplete picture. The course aims to provide scholars with a basic understanding of quantile regression method. It covers a general presentation of the method, the type of topics/situations where it is useful, advantages and disadvantages of the method and an empirical application. The course will include a practical component: an empirical exercise in Stata that would involve the introduction and preparation of data, inspection of the data to establish the suitability of the method, application of quantile regression, and interpretation of the results. The goal of the course is to offer a basic introduction to the method that would enable participants to assess the appropriateness of the method for their research, to apply it and to discover additional options.
Pre-requisites for the Class:
- The class is open to PhD students and employees of the faculty who already have a basic knowledge of econometrics and statistics.
- Participants should bring their laptops with Stata already installed. Previous knowledge of Stata is not required for participation in the workshop. Access to Stata can be arranged through the IT department. Interested employees should arrange this before the course with the IT department in room RB 447 (at 9:00-14:00, Monday to Thursday). Additional information about installation of the software can be found at: https://translate.google.cz/translate?hl=cs&sl=cs&tl=en&u=https%3A%2F%2Ffph.vse.cz%2Fcentrum-informatiky%2Fnavody%2Fsoftware%2Fstatisticky-software-stata%2F. The installation of the software is recommended, but not required for participation in the course; for the empirical exercise, it is also possible to work with someone else in a team.
- Angrist, J. D., & Pischke, J. (2009). Mostly harmless econometrics: An empiricist’s companion. Princeton University Press.
- Buchinsky, M, (1998). Recent Advances in Quantile Regression Models: A Practical Guide for Empirical Research, Journal of Human Resources, 33(1), 88 -126.
- Cameron, A. C. & Trivedi, P. K. (2010). Microeconometrics Using Stata, Revised Edition, Stata Press.