3rd German Stata Users' Group Meeting: Announcement and Program =============================================================== The 3rd German Stata Users' Group Meeting will be held at the Wissenschaftszentrum Berlin (http://www.wz-berlin.de) on Friday, 8th April 2005. The content of the meeting has been organised by Johannes Giesecke, Humboldt University Berlin (johannes.giesecke@rz.hu-berlin.de ) and Ulrich Kohler, WZB (kohler@wz-berlin.de) and Willi Sauerbrei (wfs@imbi.uni-freiburg.de). The logistics are being organised by Dittrich and Partner (http://www.dpc.de), the distributor of Stata in several countries including Germany and Austria. The meeting is open to all interested, and we are happy if Stata users from neighbouring countries would join us. StataCorp will be represented. The conference language will be English due to the 'international' nature of the meeting and the participation of non-German guest speakers. There will be a "wishes and grumbles" session at which you may air your thoughts to Stata developers. There will also be an optional informal meal at a Berlin restaurant on Friday evening (at additional cost of 20 Euro). Participants are asked to travel on their own fees. There will be a small conference fee (regular 20 Euro, students 10 Euro) to cover costs for coffee, teas, and luncheons. For further information on registration, please contact anke.mrosek@dpc.de. Mrs. Mrosek will also assist you in finding an accommodation. For general information about the meeting see also http://www.stata.com/berlin05. Schedule of the 3rd German Stata Users' Group Meeting ----------------------------------------------------- 8:45 Registration and coffee/tea 9:15 Welcome Ulrich Kohler?, DPC 9:30 Multivariable regression models with continuous covariates, with a practical emphasis on fractional polynomials and applications in clinical epidemiology Patrick Royston, Cancer Division, MRC Clinical Trials Unit Regression models play a central role in epidemiology and clinical studies. In epidemiology the emphasis is typically either on determining whether a given risk factor affects the outcome of interest (adjusted for confounders), or on estimating a dose/response curve for a given factor, again adjusting for confounders. An important class of clinical studies is the so-called prognostic factors studies, in which the outcome for patients with chronic diseases such as cancer is predicted from various clinical features. In both application areas, it is almost always necessary to build a multivariable model incorporating known or suspected influential variables while eliminating those found to be unimportant. It is commonplace for risk or prognostic factors to be measured on a continuous scale, an obvious example being a person's age. Conventionally, such factors are either modelled as linear functions or are converted into categories according to some chosen set of cut-points. However, categorisation and use of the resulting estimates is a procedure known to be fraught with difficulty. A linear function may fit the data badly and give misleading estimates of risk. Therefore, reliable approaches for representing the effects of continuous factors in multivariable models are urgently needed. Building multivariable regression models by selecting influential covariates and determining the functional form of the relationship between a continuous covariate and the outcome when analysing data from clinical and epidemiological studies is the main concern of this talk. Systematic procedures which combine selection of influential variables with determination of functional form for continuous factors are rare. Analysts may apply their individual subjective preferences for each part of the model-building process, estimate parameters for several models and then decide on the final strategy according to the results they find. By contrast, we will present here the multivariable fractional polynomial (MFP) approach as a systematic way to determine a multivariable regression model. The MFP approach was made generally available to Stata users in version 8 as the -mfp- command. Major concerns will be discussed, including robustness and possible model instability. Regarding determination of the functional form, we will also discuss some alternatives with more emphasis on local estimation of the function (e.g. splines). The MFP procedure may be used for various types of regression models (linear regression model, logistic model, Cox model, and many more). Examples with real data will be used as illustrations. 10:30 Coffee 10:40 Response Surface Modelling Using Stata Jeroen Weesie, University of Utrecht 11:20 Standard Errors for the Blinder-Oaxaca Decomposition Ben Jann, ETH Zürich The decomposition technique introduced by Blinder (1973) and Oaxaca (1973) is widely used to study outcome differences between groups. For example, the technique is commonly applied to the analysis of the gender wage gap. However, despite the procedure's frequent use, very little attention has been paid to the issue of estimating the sampling variances of the decomposition components. We therefore suggest an approach that introduces consistent variance estimators for several variants of the decomposition. The accuracy of the new estimators under ideal conditions is illustrated with the results of a Monte Carlo simulation. As a second check, the estimators are compared to bootstrap results obtained using real data. In contrast to previously proposed statistics, the new method takes into account the extra variation imposed by stochastic regressors. 12:00 Lunch 13:00 Estimating IRT models with gllamm Herbert Matschinger, Department of Psychiatry, University of Leipzig At least in psychology much attention is paid to different forms of IRT models and particularly the Rasch model, since it is the only model featuring specific objectivity which enables what is called a "fair comparison" with respect to the latent dimension to be measured. Rasch models have been developed both for binary and ordered multicategory items as well as for models with difficulty parameter only (one parameter model) and models with difficulty and discrimination parameters (two parameter model). This presentation will focus on the possibilities and restrictions in estimating these models with gllamm. As an example we adopt data for the Psychological General Well-Being Scale (WHO-5) which was employed in a study of the WHO to develop an instrument to asses the quality of life of the elderly (65+). It consists of 5 items and 5 ordinal categories each. Data come from 5 different European countries. The effect of collapsing categories as well as item differential functioning with respect to the countries will be evaluated. The possibility of modelling the heterogeneity of the item-categories will be discussed. The location of the countries on the random factor will be estimated simultaneously. 13:40 A Survey on Survey Statistics: What is done, can be done in Stata, and what's missing Frauke Kreuter, Richard Valliant (Joint Program in Survey Methodology University of Maryland, College Park) Among survey statisticians Stata is increasingly recognized as one of the more powerful statistical software packages for the analysis of complex survey data. This paper will survey the capabilities of Stata to analyze complex survey data. We will briefly review and compare different methods for variance estimation for stratified and clustered samples, and discuss the handling of survey weights. Examples will be given for the practical importance of Stata's survey capabilities. In addition we will point to statistical solutions that aren't yet part of the official package, and review user written ados that currently extend Stata's survey capabilities. Among the specific topics we will cover are replication variance estimation (jackknife, balanced repeated replication, and the bootstrap), issues associated with degrees of freedom and domain estimates, quantile estimation, and some concerns related to model fitting using survey data. 14:20 Coffee 14:35 Who do you trust while bubbles grow and blow? A comparative analysis of the explanatory power of accounting and patent information for the market values of German firms Fred Ramb, Deutsche Bundesbank Markus Reitzig, The Copenhagen Business School We present a theoretical and empirical analysis of the fitness of national German (German Commercial Code ­ Handelsgesetzbuch (HGB)) and international (IAS and US-GAAP) accounting information, as well as European patent data to explain the market values of German manufacturing firms. For the chosen volatile period from 1997 to 2002, cautious national accounting information does not correlate with the firms' residual market values (RMV). International accounting information makes no meaningful contribution to explaining firms' RMV and seems to measure over-investment only. Finally, patents counted at the individual country level correlate with the firms' RMV. To the best of our knowledge this is the first paper which use a panel fixed effects estimator for a non-linear equation. We estimate the model using an algorithm programmed with Stata and Ox. 15:15 Simple Thematic Mapping in Stata Mauritio Pisati, University of Milan Thematic maps illustrate the spatial distribution of one or more variables of interest within a given geographical unit. The purpose of this talk is to present version 2.0 of the -tmap- package, a suite of Stata programs designed to draw several kinds of thematic map. The first public release of -tmap- was published in The Stata Journal in 2004. This presentation will focus on the new features of the package. 15:55 Coffee 16:10 Stata implementation at Berlecon Research: Experiences made - requirements for a Professional Services Company Andreas Stiehler, Berlecon Berlecon Research is a German-based research company that analyzes the potential of new technologies within the IT, Internet and mobile industry in Germany and Europe. The analysis of survey data - typically deliverd by market research companies - are an integral part of the Berlecon activities. In 2004, the company implemented Stata 8 in order to streamline the data processing and to design high quality graphs and tables. The presentation will discuss the specific requirements for Professional Research organisations needed by Stata program. Thereby, main challenges and ways chosen to overcome them - as far as the Stata usage by Berlecon - will be explained. Lastly, a wish list for the Stata corporation will be presented. 16:50 Recent developments in Stata David Drukker, StataCorp 17:30 Coffee 17:45 Report to the Users Bill Gould, Stata Corp 18:30 Wishes and Grumbles 19:15 End of the Meeting