Facoltà di Economia

Aggiornato A.A. 2023-2024

INTRODUCTION TO DATA ANALYSIS WITH STATA

The course introduces data analysis methodologies using the statistical software Stata. The ultimate goal of the course is to enable students to answer a research question via processing and analysing the data, interpreting the output of the analysis, and presenting it in a publication-quality style. The course is of specific interest to students willing to do an empirical thesis or wanting to continue their academic career with a Ph.D. course.

The course in a nutshell:

- importing data from Excel

- data management

- descriptive statistics and graphical representation of the data

- building maps in STATA

- interpreting the output of a simple OLS regression

- exporting publication-style tables and graphs

Lectures include hands-on-data sessions to allow students to learn how to build their own code starting from a research question. 

Reference: Cameron, A. C., & Trivedi, P. K. (2010). Microeconometrics using Stata. Ed.: Stata press - Chapters 1, 2 and 3.

Aggiornato A.A. 2022-2023

The course in a nutshell

The course is an introduction to data analysis using the statistical software Stata. The ultimate goal of the course is to enable students to answer a research question via processing and analysing data, interpreting the output of the analysis and presenting it in a publication-quality style. The course is of specific interest to students willing to do an empirical thesis or wanting to continue their academic career by way of a PhD course.

Detailed program

Introduction

• why investing in learning data analysis and Stata
• fundamentals of data analysis
• basics of Stata

Topic 1 - analysis of the output gap and the FedFunds rate

• importing data from excel and csv files
• variable management (renaming, labelling, dropping)
• graphical representation of time series
• tables of summary statistics
• exporting graphs and summary stats

Topic 2 - analysis of unemployment for women after the 2008 crisis in the US

• merging different dataset
• working with dates in Stata
• collapsing data
• combining different graphs on the same file or on the same space

Topic 3 - effects of the COVID-19 pandemic on unemployment

• building maps in Stata
• simple correlation analysis (recap and implementation in Stata)
• linear interpolation
• questioning your own results

Topic 4 - analysis of the gender pay gap in the UK using the BHPS survey

• hypothesis testing and OLS regression (recap and implementation in Stata) 
• interpreting the results of an OLS regression
• robustness
• exporting estimation results

Credits and assessment

The course is valid for extra credit recognition for EEBL students conditional to receiving a positive evaluation, which will be assessed via:

• attendance = no less than 80%
• group exercises during regular classes
• individual exercise on December 5th   

Reference material

Slides, data and do files, which will be made available during the course; 

Textbook: Cameron, A. C., & Trivedi, P. K.. Microeconometrics using STATA (Vol. 2). STATA press. Revised edition 2010. Chapters 1, 2 and 3.