Resources for undergrad students
Coding resources
Students are free to use any language of their preference–Stata, R, julia, python, Matlab etc. Historically, most students have used Stata for the analysis they conduct in their term paper. However, starting 2025, I have shifted my teaching of Econometrics, specifically implementation of methods—both simulation and estimation—to R. Below you will find old open-source resources as well as new resources that I recommend to students.
I strongly encourage students to use open-source languages like R, julia and python.
R resources
- Stata2R: Students used to working in Stata will find this website incredibly useful if they want to transition to R.
- R manuals from CRAN and the CRAN homepage for R
- Master repo with various cheatsheets
- RMarkdown: I ask students to complete their problem sets in RMarkdown to have both code compilation as well as theoretical proofs written and executed in the same file.
- R Markdown: The Definitive Guide: far more extensive, covers interactivity and additional features.
- Quarto markdown is another alternative that I really like for its versatility in languages. RMarkdown can also handle multiple languages (see here) but I prefer the ease of customization of Quarto when it comes to multiple languages.
- Package specific:
Stata Resources
Besides google search being a very good friend while picking up any language, here are some resources on Stata from the internet that may be useful for students.
- Social Science Computing Center at UW-Madison
- Data and Statistical services at Princeton
- Advanced Research computing at UCLA
- Project management in Stata
- Transitioning between Stata and R
Most of them, have corresponding pages for R as well.