Template-Type: ReDIF-Article 1.0 Author-Name: Nicholas J. Cox Author-Workplace-Name: Durham University Author-Person: pco34 Title: Editorial roles: Farewell and welcome Journal: Stata Journal Pages: 849 Issue: 4 Volume: 21 Year: 2021 Month: December DOI: 10.1177/1536867X211063134 File-URL: http://www.stata-journal.com/article.html?article=an0003 File-Function: link to article purchase Handle:RePEc:tsj:stataj:v:21:y:2021:i:4:p:849 Template-Type: ReDIF-Article 1.0 Author-Name: H. Joseph Newton Author-Workplace-Name: Texas A&M University Author-Name: Nicholas J. Cox Author-Workplace-Name: Durham University Author-Person: pco34 Title: The Stata Journal Editors’ Prize 2021: Mark E. Schaffer Journal: Stata Journal Pages: 850-852 Issue: 4 Volume: 21 Year: 2021 Month: December DOI: 10.1177/1536867X211063143 File-URL: http://www.stata-journal.com/article.html?article=gn0088 File-Function: link to article purchase Handle:RePEc:tsj:stataj:v:21:y:2021:i:4:p:850-852 Template-Type: ReDIF-Article 1.0 Author-Name: Damian Clarke Author-Workplace-Name: University of Chile Author-Email: dclarke@fen.uchile.cl Author-Person: pcl102 Author-Name: Kathya Tapia-Schythe Author-Workplace-Name: University of California, Davis Author-Email: kattapia@ucdavis.edu Author-Person: pta864 Title: Implementing the panel event study Journal: Stata Journal Pages: 853-884 Issue: 4 Volume: 21 Year: 2021 Month: December DOI: 10.1177/1536867X211063144 Abstract: Many studies estimate the impact of exposure to some quasiexperimental policy or event using a panel event study design. These models, as a generalized extension of “difference-in-differences” designs or two-way fixed-effects models, allow for dynamic leads and lags to the event of interest to be estimated, while also controlling for fixed factors (often) by area and time. In this article, we discuss the setup of the panel event study design in a range of situations and lay out several practical considerations for its estimation. We describe a command, eventdd, that allows for simple estimation, inference, and visualization of event study models in a range of circumstances. We then provide several examples to illustrate eventdd’s use and flexibility, as well as its interaction with various na- tive Stata commands, and other relevant community-contributed commands such as reghdfe and boottest. Keywords: eventdd, event studies, difference-in-differences, estimation, inference, visualization File-URL: http://www.stata-journal.com/article.html?article=st0655 File-Function: link to article purchase Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj21-4/st0655/ Handle:RePEc:tsj:stataj:v:21:y:2021:i:4:p:853-884 Template-Type: ReDIF-Article 1.0 Author-Name: Ben Jann Author-Workplace-Name: University of Bern Author-Email: ben.jann@soz.unibe.ch Author-Person: pja61 Title: Relative distribution analysis in Stata Journal: Stata Journal Pages: 885-951 Issue: 4 Volume: 21 Year: 2021 Month: December DOI: 10.1177/1536867X211063147 Abstract: In this article, I discuss the method of relative distribution analysis and present Stata software implementing various elements of the methodology. The relative distribution is the distribution of the relative ranks that the outcomes from one distribution take on in another distribution. The methodology can be used, for example, to compare the distribution of wages between men and women. The presented software, reldist, estimates the relative cumulative distribution and the relative density, as well as the relative polarization, divergence, and other summary measures of the relative ranks. It also provides functionality such as location and shape decompositions or covariate balancing. Statistical inference is implemented in terms of influence functions and supports estimation for complex samples. Keywords: reldist, relative distribution, relative ranks, relative density, median relative polarization, divergence, location and shape decomposition, co- variate balancing, Gastwirth index, reweighting, influence function File-URL: http://www.stata-journal.com/article.html?article=st0656 File-Function: link to article purchase Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj21-4/st0656/ Handle:RePEc:tsj:stataj:v:21:y:2021:i:4:p:885-951 Template-Type: ReDIF-Article 1.0 Author-Name: Ercio Muñoz Author-Workplace-Name: CUNY Graduate Center Author-Email: emunozsaavedra@gc.cuny.edu Author-Name: Mariel Siravegna Author-Workplace-Name: Georgetown University Author-Email: mcs92@georgetown.edu Title: Implementing quantile selection models in Stata Journal: Stata Journal Pages: 952-971 Issue: 4 Volume: 21 Year: 2021 Month: December DOI: 10.1177/1536867X211063148 Abstract: In this article, we describe qregsel, a community-contributed command that implements a copula-based sample-selection correction for quantile re- gression recently proposed by Arellano and Bonhomme (2017, Econometrica 85: 1–28). The command allows the user to model selection in quantile regressions by using either a Gaussian or a one-dimensional Frank copula. We illustrate the use of qregsel with two examples. First, we apply the method to the fictional dataset used in the Stata Base Reference Manual for the heckman command. Second, we replicate part of the empirical application of the original article using data for the United Kingdom that cover the period 1978–2000 to compare wages of males and females at different quantiles. Keywords: qregsel, sample selection, quantile regression, copula method File-URL: http://www.stata-journal.com/article.html?article=st0657 File-Function: link to article purchase Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj21-4/st0657/ Handle:RePEc:tsj:stataj:v:21:y:2021:i:4:p:952-971 Template-Type: ReDIF-Article 1.0 Author-Name: Jonathan Cook Author-WorkPlace-Name: Oeste Corp Author-Email: jacook@uci.edu Author-Name: Joon-Suk Lee Author-Email: joonsuk.lee@outlook.com Author-Name: Noah Newberger Author-WorkPlace-Name: Oeste Corp Author-Email: noahnewberger@gmail.com Title: On identification and estimation of Heckman models Journal: Stata Journal Pages: 972-998 Issue: 4 Volume: 21 Year: 2021 Month: December DOI: 10.1177/1536867X211063149 Abstract: In this article, we present commands to enable fixing the value of the correlation between the unobservables in Heckman models. These commands can solve two practical issues. First, for situations in which a valid exclusion restriction is not available, these commands enable exploring how the results could be affected by sample-selection bias. Second, stepping through values of this correlation can verify whether the global maximum of the likelihood function has been found. We provide several commands to fit these and related models with a fixed value of the correlation between the unobservables. Keywords: heckman fixedrho, heckman scanrho, heckprobit fixedrho, heckprobit scanrho, etregress fixedrho, etregress scanrho, biprobit fixedrho, bipro- bit scanrho, Heckman model, sample-selection correction, endogenous treatment, bivariate probit File-URL: http://www.stata-journal.com/article.html?article=st0658 File-Function: link to article purchase Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj21-4/st0658/ Handle:RePEc:tsj:stataj:v:21:y:2021:i:4:p:972-998 Template-Type: ReDIF-Article 1.0 Author-Name: Jesús Otero Author-Workplace-Name: Universidad del Rosario Author-Email: jesus.otero@urosario.edu.co Author-Person: pot11 Author-Name: Christopher F Baum Author-Workplace-Name: Boston College Author-Workplace-Name: DIW Berlin Author-Email: baum@bc.edu Author-Person: pba1 Title: Unit-root tests for explosive behavior Journal: Stata Journal Pages: 999-1020 Issue: 4 Volume: 21 Year: 2021 Month: December DOI: 10.1177/1536867X211063405 Abstract: We present a new command, radf, that tests for explosive behavior in time series. The command computes the right-tail augmented Dickey and Fuller (1979, Journal of the American Statistical Association 74: 427–431) unit- root test and its further developments based on supremum statistics derived from augmented Dickey–Fuller-type regressions estimated using recursive windows (Phillips, Wu, and Yu, 2011, International Economic Review 52: 201–226) and recursive flexible windows (Phillips, Shi, and Yu, 2015, International Economic Review 56: 1043–1078). It allows for the lag length in the test regression and the width of rolling windows to be either specified by the user or determined using data-dependent procedures, and it performs the date-stamping procedures advo- cated by Phillips, Wu, and Yu (2011) and Phillips, Shi, and Yu (2015) to identify episodes of explosive behavior. It also implements the wild bootstrap proposed by Phillips and Shi (2020, Handbook of Statistics: Financial, Macro and Micro Econometrics Using R, Vol. 42, 61–80) to lessen the potential effects of uncondi- tional heteroskedasticity and account for the multiplicity issue in recursive testing. The use of radf is illustrated with an empirical example. Keywords: radf, unit root, date-stamping explosive behavior, rolling window, lag length, wild bootstrap File-URL: http://www.stata-journal.com/article.html?article=st0659 File-Function: link to article purchase Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj18-1/st0659/ Handle:RePEc:tsj:stataj:v:21:y:2021:i:4:p:999-1020 Template-Type: ReDIF-Article 1.0 Author-Name: Brian P. Shaw Author-Email: bpshaw@indiana.edu Author-WorkPlace-Name: Indiana University Title: Meeting assumptions in the estimation of reliability Journal: Stata Journal Pages: 1021-1027 Issue: 4 Volume: 21 Year: 2021 Month: December DOI: 10.1177/1536867X211063407 Abstract: Researchers and psychometricians have long used Cronbach’s α as a measure of reliability. However, there have been growing calls to replace Cron- bach’s α with measures that have more defensible assumptions. One of the most common and straightforward recommended reliability estimates is ω. After a re- view of reliability and its estimation in Stata, I introduce the community-con- tributed command omegacoef. This command reports McDonald’s ω in a format similar to the base alpha command. omegacoef provides Stata users the ability to easily compute estimates of reliability with the confidence that the necessary statistical assumptions are met. Keywords: omegacoef, McDonald’s ω, Raykov’s ρ, alpha, reliability, measurement File-URL: http://www.stata-journal.com/article.html?article=st0660 File-Function: link to article purchase Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj21-4/st0660/ Handle:RePEc:tsj:stataj:v:21:y:2021:i:4:p:1021-1027 Template-Type: ReDIF-Article 1.0 Author-Name: Shawna K. Metzger Author-Email: metzge69@msu.edu Author-WorkPlace-Name: Michigan State University Author-Name: Benjamin T. Jones Author-Email: btjones1@olemiss.edu Author-WorkPlace-Name: University of Mississippi Title: Properly calculating estat phtest in the presence of stratified hazards Journal: Stata Journal Pages: 1028-1033 Issue: 4 Volume: 21 Year: 2021 Month: December DOI: 10.1177/1536867X211063408 Abstract: The Schoenfeld residual-based test for proportional-hazards violations in the Cox duration model is predicated on a key assumption pertaining to ho- moskedasticity in the residuals. This assumption is likely to be violated in the pres- ence of stratified hazards, which is noted in estat phtest’s help file. We provide a wrapper command, stratph, that implements a straightforward modification to the residual-based diagnostic that corrects for the potential assumption violation. We use the stratified hazards example from the stcox help file to demonstrate the stratph command’s workings. Keywords: stratph, estat phtest, proportional hazards, Cox model, stratified hazards, heteroskedasticity File-URL: http://www.stata-journal.com/article.html?article=st0661 File-Function: link to article purchase Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj21-4/st0661/ Handle:RePEc:tsj:stataj:v:21:y:2021:i:4:p:1028-1033 Template-Type: ReDIF-Article 1.0 Author-Name: Angela MacIsaac Author-Workplace-Name: Lakehead University Author-Email: amacisaa@lakeheadu.ca Author-Name: Bruce Weaver Author-Workplace-Name: Lakehead University Author-Email: bweaver@lakeheadu.ca Title: Review of Michael N. Mitchell’s Interpreting and Visualizing Regression Models Using Stata, Second Edition Journal: Stata Journal Pages: 1034-1046 Issue: 4 Volume: 21 Year: 2021 Month: December DOI: 10.1177/1536867X211063410 Abstract: In this article, we review Interpreting and Visualizing Regression Models Using Stata, Second Edition, by Michael N. Mitchell (2021, Stata Press). Keywords: book review, Stata, regression File-URL: http://www.stata-journal.com/article.html?article=gn0089 File-Function: link to article purchase Handle:RePEc:tsj:stataj:v:21:y:2021:i:4:p:1034-1046 Template-Type: ReDIF-Article 1.0 Author-Name: Nicholas J. Cox Author-Workplace-Name: Durham University Author-Email: n.j.cox@durham.ac.uk Author-Person: pco34 Title: Speaking Stata: Loops in parallel Journal: Stata Journal Pages: 1047-1064 Issue: 4 Volume: 21 Year: 2021 Month: December DOI: 10.1177/1536867X211063415 Abstract: This column is a tutorial discussing looping in parallel using foreach and forvalues. Such looping may use not only local macros defined for the purpose but also other devices, including the gettoken command and ways to increment and decrement other macros and to evaluate other expressions. The main idea is that a set of loops in parallel is essentially one loop with two or more sets of parallel actions. Examples cover looping over integers with a required specific display format, generating new variables and defining variable labels at the same time, binning variables as desired, and putting skewness results in new variables. The last example includes some historical comments on the tangled literature on skewness measures using medians and quantiles. Keywords: loops, foreach, forvalues, macros, gettoken, tokenize, skewness File-URL: http://www.stata-journal.com/article.html?article=pr0075 File-Function: link to article purchase Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj21-4/pr0075/ Handle:RePEc:tsj:stataj:v:21:y:2021:i:4:p:1047-1064 Template-Type: ReDIF-Article 1.0 Author-Name: Deni Mazrekaj Author-Workplace-Name: Utrecht University Author-Email: d.mazrekaj@uu.nl Author-Person: pma2748 Author-Name: Jesse Wursten Author-Workplace-Name: KU Leuven Author-Email: jesse.wursten@kuleuven.be Author-Person: pwu145 Title: Stata tip 142: joinby is the real merge m:m Journal: Stata Journal Pages: 1065-1068 Issue: 4 Volume: 21 Year: 2021 Month: December DOI: 10.1177/1536867X211063416 File-URL: http://www.stata-journal.com/article.html?article=dm0106 File-Function: link to article purchase Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj21-4/dm0106/ Handle:RePEc:tsj:stataj:v:21:y:2021:i:4:p:1065-1068 Template-Type: ReDIF-Article 1.0 Author-Name: Andrew Musau Author-Workplace-Name: Molde University College Author-Email: amus@himolde.no Author-Person: pmu556 Title: Stata tip 143: Creating donut charts in Stata Journal: Stata Journal Pages: 1069-1073 Issue: 4 Volume: 21 Year: 2021 Month: December DOI: 10.1177/1536867X211063414 File-URL: http://www.stata-journal.com/article.html?article=gr0089 File-Function: link to article purchase Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj21-4/gr0089/ Handle:RePEc:tsj:stataj:v:21:y:2021:i:4:p:1069-1073 Template-Type: ReDIF-Article 1.0 Author-Name: Nicholas J. Cox Author-Workplace-Name: Durham University Author-Email: n.j.cox@durham.ac.uk Author-Person: pco34 Title: Stata tip 144: Adding variable text to graphs that use a by() option Journal: Stata Journal Pages: 1074-1080 Issue: 4 Volume: 21 Year: 2021 Month: December DOI: 10.1177/1536867X211063413 File-URL: http://www.stata-journal.com/article.html?article=gr0090 File-Function: link to article purchase Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj21-4/gr0090/ Handle:RePEc:tsj:stataj:v:21:y:2021:i:4:p:1074-1080 Template-Type: ReDIF-Article 1.0 Author-Name: Editors Author-Email: editors@stata.com Title: Software updates Journal: Stata Journal Pages: 1081 Issue: 4 Volume: 21 Year: 2021 Month: December DOI: 10.1177/1536867X211063150 Abstract: Updates for previously published packages are provided. Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj21-4/st0532 3/ Note: Windows users should not attempt to download these files with a web browser. Handle:RePEc:tsj:stataj:v:21:y:2021:i:4:p:1081