Stata Journal Volume 6 Number 3: Table of contents

(Click on the title to view the abstract or to view a PDF of the article.)

Articles and Columns

Maximum likelihood estimation of endogenous switching and sample selection models for binary, ordinal, and count variables

A. Miranda and S. Rabe-Hesketh

Confidence intervals for rank statistics: Somers' D and extensions

R. Newson

Tests and confidence sets with correct size when instruments are potentially weak

A. Mikusheva and B. P. Poi

Graphical representation of interactions

F. M.-S. Barthel and P. Royston

Jackknife instrumental variables estimation in Stata

B. P. Poi

Difference–based semiparametric estimation of partial linear regression models

M. Lokshin

Importing Federal Reserve economic data

D. M. Drukker

Mata Matters: Interactive use

W. Gould

Speaking Stata: Graphs for all seasons

N. J. Cox

Review of A Gentle Introduction to Stata by Acock

M. Mulcahy

Notes and Comments

Stata tip 34: Tabulation by listing

D. A. Harrison

Stata tip 35: Detecting whether data have changed

W. Gould

Stata tip 36: Which observations?

N. J. Cox

Software Updates

Software Updates