Programs and tutorials written by Stas Kolenikov

Me teaching Stata

Educational resources

Introduction to Stata

I have developed a rather comprehensive introduction to Stata (to the extent that one can have a comprehensive introduction to a new software in four classes) for AEA Summer Program at Duke.

My two cents on gllamm

Introduction to multilevel / hierarchical / latent / mixed / you-name-it Stata module gllamm by Sophia Rabe-Hesketh.

Stata tutorials

These tutorials were written for Stata 6, and there is no guarantee they will work with later versions.
Regression diagnostics tutorial developed for the seminars on applied econometrics that the author was giving in Spring 2000 at a couple of Russian provincial universities in the framework of the New Economic School outreach program. It highlights the typical problems that can emerge in regression analysis; proposed the diagnostic tools; and hints at possible cures.
Introduction to bootstrap. Describes the basic principles and Stata routines to implement bootstrap. Also requires autobs.ado file.

My book on Stata

Actually, it is not too much of a book, but rather a 130 pages of lecture notes for my seminars in applied econometrics with Stata. Downloadable! Click here for the full text. An older version is published as New Economic School preprint. Oh yes, it is in Russian only...

BTW, people from Russia may want to read my experience on buying Stata in Russia.

Stata modules

To check out the Stata modules currently available, return to this page in Stata:
net from
. Those are the most important things I have here:
                     Stata 8 packages
    polychoric        Polychoric correlations package
                     Stata 7 packages
    thinplate         Thin plate splines
                     Stata 6 packages
    atkplot           Yet another residual normality plot
    calibr            Inverse regression and calibration
    denormix          Decomposition of a normal mixture
    fsreg             Forward search (very robust) regression
    gfields           Fields' decomposition of inequality by sources
    shapley           Shapley decomposition


These are the programs for Stata I have written on some or another occasion for my ongoing research. Some of them were written only because I did not know that there exists Stata command I needed :). One may want to use any of these programs on his/her own risk. If you want some options added, or propose some other modifications, contact me with e-mails below. Note that I might have forgotten what I have written more than a year ago :(. Help files are available for more serious programs; if there is none, you should try to infer the syntax from the header of the program (syntax statement), or contact me. I hope you would refer to me in some way when using these programs if you think they have helped you.

The best pieces are also available at SSC - IDEAS.

Review of Stata

My review of Stata 7 was published in Journal of Applied Econometrics, 16 (5), 637--646. See Wiley page. Related to that is my collection of links to statalist intended to represent the opinions of the users about Stata, as well as clarifications regarding its capabilities by Stata people themselves.

Stata resources

Make sure you have visited other Stata resources, SSC-IDEAS, in the first place.


Stas Kolenikov,