Software
Stata package: kappalate
Stata package to estimate the local average treatment effect (LATE) using Abadie's kappa approach and other weighting estimators (with Tymon Słoczyński and Jeffrey M. Wooldridge).
To download from SSC, type ssc install kappalate in Stata.
R for Microeconometrics
Our aim is to introduce the basics of R. This is an econometrics course/tutorial, it is NOT an R lecture.
- Introduction to R (Slides)
- Binary Response Models
- Multinomial Response Models
- Ordered Response Modesl
R Sources online
Among many others: