Cameron, A. Colin and Pravin K. Trivedi, "Microeconometrics Using Stata", (2010)

Microeconometrics Using Stata, Revised Edition

なかなか網羅的で勉強になる。

ウェイトに関することが知りたくて、3.7節の"Sampling weights"と、5.5節の"Survey data: Weighting, clustering, and stratification"を読む。

1 Stata basics
2 Data management and graphics
3 Linear regression basics
4 Simulation
5 GLS regression
6 Linear instrumental-variables regression
7 Quantile regression
8 Linear panel-data models: Basics
9 Linear panel-data models: Extensions
10 Nonlinear regression methods
11 Nonlinear optimization methods
12 Testing methods
13 Bootstrap methods
14 Binary outcome models
15 Multinomial models
16 Tobit and selection models
17 Count-data models
18 Nonlinear panel models

A Programming in Stata
B Mata