2019.8.20 详细议程
会议主持：丁剑平 上海财经大学教授
Users may extend Stata's features using other programming languages such as Java and C. New in Stata 16, Stata has tight integration with Python, which allows users to embed and execute Python code from within Stata. I will discuss how users can easily call Python from Stata, output Python results within Stata, and exchange data and results between Python and Stata, both interactively and as sub-routines within do-files and ado-files. I will also show examples of the Stata Function Interface (sfi); a Python module provided with Stata which provides extensive facilities for accessing Stata objects from within Python.
投融资行为对于公司而言至关重要，至今公司投融资研究主题有哪些？主流的投融资研究主题涉及哪些实证技术或难题？Stata是如何解决这些技术或难题的？未来趋势有哪些？
分位数回归在经济、金融与社会科学中有着日益广泛的用途。本演讲从总体分位数、样本分位数开始，介绍基本的横截面分位数回归，乃至最前沿的面板分位数与分位数工具变量法，以及相应的Stata操作与案例。
Lasso and elastic net are two popular machine-learning methods. In this presentation, I will discuss Stata 16's new features for lasso and elastic net, and I will demonstrate how they can be used for prediction with linear, binary, and count outcomes. We will discover why these methods are effective and how they work.
The increasing availability of high-dimensional data and increasing interest in more realistic functional forms have sparked a renewed interest in automated methods for selecting the covariates to include in a model. I discuss the promises and perils of model selection and pay special attention to some new estimators that provide reliable inference after model selection.
模型错误设定是计量经济分析的常见问题，非参数和半参数方法估计具有稳健、弹性的优良特征。本文介绍了核回归和局部线性回归等非参数、半参数计量经济模型的估计和设定检验，包括局部估计（local estimation）和整体估计（global estimation），以及这些方法在Stata中的应用
2019.8.21 详细议程
会议主持：王群勇 南开大学教授
目前的固定效应面板数据门限模型只适用于平衡面板，在将非平衡面板转为平衡面板时可能造成较大样本选择偏差。我们基于目前的xthreg指令提出改进的指令xthreg2，该指令利用聚类野蛮自举（cluster wild bootstrap）估计非平衡面板数据的固定效应门限模型。本文利用蒙特卡洛模拟的方法考察不同情形下聚类野蛮自举的有效样本特征。
Stata的几个关键命令在外汇市场时间序列数据的频率切换比较运用。在各国汇率制度比较的面板数据中，Stata的几个关键命令是如何获得“物以类聚”实际制度归类的。以最好的Stata的“拼图”获得审稿人好印象。
大数据时代，数据量越来越大，数据的类型也越来越丰富，如何处理图像、声音、文本等非结构化数据，是计量经济学科研工作者面临的的一大挑战。借助于微软云端的人工智能平台，Stata的用户仅用几行代码就可以调用强大的算法完成上述任务，将非结构化数据转化为结构化数据，并引入到计量经济学模型中，帮助用户做出让人眼前一亮的科研成果。
Stata's commands for report generation allow you to create complete Word, Excel, PDF, and HTML documents that include formatted text, as well as summary statistics, regression results, and graphs produced by Stata. In this talk, we will go over the new features in Stata 16 for generating reproducible reports.
Hua Peng Director StataCorp LLC会议官网链接
关注我们
