Econometrics Resources

On this page I have compiled a list of useful resources for econometrics students. This page includes resources for learning R, resources for learning Stata, and other resources, including links about causal inference, data sources, and more.

R Resources and started by installing R (all for free)! First install the latest version of R itself from R-Project. Then, install RStudio.

RStudio Cheat Sheets basics in easily accessible and laid-out format! Heck, print it and tape it to the wall above where you work.

R for Economists is a series of videos I made for the purpose of making it easy to get started on R. I try to introduce everything you are likely to need to know when using R in undergraduate economics classes.

Using R for Introductory Econometrics by Florian Heiss. is a free e-book (physical version available cheap on the website) that describes using R in introductory econometrics courses. The book is designed to work alongside the introductory Wooldridge textbook.

Guide to R for Santa Clara University Economics Students and very useful guide taking you from the very first steps of using R, with an economics focus. Holds your hand!

My Introductory R Script is the R script I used to hold the R training workshop. This is the same script that many of your faculty saw, so there's a good chance they may be basing the code they expect from you on this script! This will walk you through the basic estimators you're likely to see, as well as manipulating data and getting started.

Introduction to the dplyr package you have your own data that you need to clean, the dplyr package is indispensible. Doing things like subsetting data, renaming variables, creating new variables, and sorting data are certainly possible without it, but much easier with it! Watch this video!

Introductory Machine Learning in R of you won't need this! But if you're interested in machine learning, R is the place to go (unless you know Python), and you can get started here.

Graphs in R (ggplot2) advanced stuff. But if you want to make some real pretty graphs in R you have to learn ggplot2. Here's a place to start.

R for Stata Users the switch? I've found this site very helpful, and a good source of functions that I've literally spent hours trying to replicate! Also a good source on more info for using dplyr in the "Split-Apply-Combine" section.

Stata Resources

Advanced Stata Tips Videos are some videos I've made about some advanced Stata techniques.

Stata Learning Modules from IDRE -out tips for Stata, with a nice introduction.

Statalist Google will take you most of the time if you have Stata questions. No better place for answers to tricky Stata questions. Be sure to search through before posting, as someone else has probably asked your question before. by Cameron and Trivedi free! But pretty darn good. A Stata-application focused econometrics book.

Other Resources

Causal Inference Animated Plots series of animated plots showing what various causal inference methods actually do to data and how they work.

Causal Inference: The Mixtape by Cunningham free textbook focusing on the ins and outs of causal inference. Includes Stata code but that's less of the focus.

IPUMS easier way to get census-style or panel data from large representative data sets.

Commonly Used Data Sources by Field list of very useful data sets you may want to consider for your project!

Google Dataset Search search engine for data sets! Mostly useful for finding previous studies that have made their data sets available publicly but aren't large standard data sets of the kind you can get on IPUMS.

Web Plot Digitizer seen a graph and wish you had the underlying data to play around with? Check this out.