CURRENT
Two-way cluster robust code for
Stata:
For IV and hence OLS: Stata addon ivreg2
due to Christopher F Baum, Mark E Schaffer, Steven Stillman. And
also xtivreg2
For OLS our Stata code cgmreg.ado
Regression Analysis of Count Data, Second Edition,
Econometric Society
Monograph, in preparation.
“Inference: Model Testing, Diagnostics, Multiple Comparisons, Bootstrapping,” for Encyclopaedia of Health Economics, Editor-in-chief Anthony J. Culyer.
Stata presentation on Robust Inference with Clustered Data, Mexico
Stata users Group, May 2011. [Slides]
BOOKS
Regression Analysis of Count Data, Econometric Society Monograph No. 30, Cambridge University Press, Cambridge, October 1998 (with Pravin K. Trivedi). [Abstract, data and programs.]
"The Demand for Health Insurance and Health Care in Australia - A Progress Report", in P.M. Tatchell (ed.), Economics and Health, 1983, Australian National University, Health Economics Research Unit, (with F. Milne, J.R. Piggott, and P.K. Trivedi).
"Econometric Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests", Journal of Applied Econometrics, January 1986, Vol. 1, pp. 29-54, (with P.K. Trivedi). [Abstract.] [Paper at JSTOR]
"A Microeconometric Model of the Demand for Health Care and Health
Insurance in Australia," Review of Economic Studies, January
1988, Vol. 55, pp. 85-106, (with P.K. Trivedi, F. Milne, and J.R.
Piggott). [Abstract.] [Paper
at
JSTOR]
"Aggregation in Discrete Choice Models: An Illustration of Nonlinear Aggregation", in T.S. Barker and H.M. Pesaran eds., Disaggregation in Economic Modelling, 1990, pp. 206-234, Routledge, London. [Abstract.]
"Regression Based Tests for Overdispersion in the Poisson Model", Journal
of
Econometrics, December 1990, Vol.46, pp. 347-364, (with P.K.
Trivedi). [Abstract.] [Paper
at ScienceDirect]
"The Role of Income and Health Risk in the Choice of Health Insurance: Evidence from Australia", Journal of Public Economics, 1991, Vol.45, pp.1-28, (with P.K. Trivedi). [Abstract.]
"Tests of Independence in Parametric Models: with Applications and
Illustrations", Journal of Business and Economic Statistics,
January 1993, pp.29-43 (with P.K. Trivedi). [Abstract.]
[Paper at JSTOR]
"R-Squared measures for Count Data Regression Models with
Applications to Health Care Utilization", Journal of Business and
Economic Statistics, April 1996, pp. 209-220 (with F.A.G.
Windmeijer). [Abstract.] [Paper at JSTOR]
"Count Data Models for Financial Data", in G.S. Maddala and C.R. Rao
ed., Handbook of Statistics, Vol. 14, Statistical Methods in
Finance, 1996, pp. 363-392, North-Holland, Amsterdam (with P.K.
Trivedi). [Abstract.] [Preprint]
"Private Health Insurance Choice in Australia: The Role of Long-term
Utilisation of Health Services", in H. Lapsley ed., Economics and
Health: 1995, Proceedings of the Seventeenth Australian Conference of
Health Economists, pp. 143-162, Australian Studies in Health Service
Administration No. 79, School of Health Services Management, University
of New South Wales (with J. McCallum). [Abstract.]
[Preprint]
"An R-squared Measure of Goodness of Fit for some common Nonlinear
Regression Models", Journal of Econometrics, 1997, Vol. 77,
No.2, pp. 329-342 (with F.A.G. Windmeijer). [Abstract.]
[Preprint] [Paper
at ScienceDirect]
"Do Gasoline Prices Respond Asymmetrically to Crude Oil Price
Changes?", Quarterly Journal of Economics, February 1997, pp.
305-339 (with S.Borenstein and R.Gilbert). [Abstract.]
[Paper
at
JSTOR]
"Tactical Information and the Diffusion of Peaceful Protests'', in D.A. Lake and D. Rothchild eds., The International Spread of Ethnic Conflict: Fears, Diffusion and Escalation, Princeton: Princeton University Press, 1998, pp.61-88 (with S. Hill and D. Rothchild). [Abstract.]
"Count Data Regressions using Series Expansions With Applications'',
Journal of Applied Econometrics, 1997, Vol. 12, pp.203-223
(with P. Johansson). [Abstract.]
[Paper
at
JSTOR] [Data
and
Programs]
"Political Action Committee Contributions and Congressional Voting
on
U.S. Sugar Legislation", American Journal of Agricultural Economics,
August
1998,
80,
441-454
(with J.C. Brooks and C.A. Carter). [Abstract.]
[Paper
at
JSTOR]
"Length of Hospital Stay in Patients with
Decompensated Heart Failure from Moderate to Severe Left Ventricular
Systolic Dysfunction," American
Journal of Cardiology, 2001, 88(8), 909-911 (with K.J. Harjai,
M. Shah and D. Stapleton). [Abstract.]
"A Survival Analysis of Australian Equity Mutual Funds", Australian Journal of Management, September 2003, 209-226 (with Anthony D. Hall). [Abstract.] [Paper]
"On Being New to an Insurance Plan: Health Care Use Associated with
the First Years in a Health Insurance Plan", Annals of Family
Medicine, Sept/Oct 2003, 156-161 (with Peter Franks and Klea
Bertakis). [Abstract.]
[Paper]
"Modeling the Differences in Counted Outcomes using Bivariate
Copula Models: with Application to Mismeasured Counts" (with Tong Li,
Pravin K. Trivedi and David M. Zimmer), Econometrics Journal,
December 2004, 7, 566-584. [Abstract.]
[Prepint] [Paper
at Wiley]
“Categorical
Data”,
in
S.
Durlauf
and
D. Blume eds., The New
Palgrave Dictionary of Economics (second
edition),
Palgrave
Macmillan,
“Some
Recent
Developments
in
Microeconometrics,”
in
T.C. Mills and K.
Patterson eds., Palgrave Handbook of
Econometrics, Volume 2: Applied Econometrics, Palgrave Macmillan,
“Bootstrap-Based Improvements for Inference with Clustered Errors”
(with Jonah Gelbach and Douglas Miller), Review of Economics and Statistics,
August
2008,
Vol.
90,
414-427. [Abstract.]
[Preprint]
[Paper
at MIT Press]
“Robust Inference with Clustered Data” (with Douglas Miller), A.
Ullah and D. E. Giles eds., Handbook
of Empirical Economics and Finance, 2011, pp.1-28, CRC Press.
[Preprint]
LIMITED DISTRIBUTION
“Estimation of Country-Pair Data Models Controlling for Clustered Errors” (with Natasha Chernyshoff nee Natalia Golotvina), 2005. [Abstract.] [Paper]
"Bivariate Count Data Regression using Series Expansions: with
Applications" (with Per Johansson). [Paper]
“Conditional Moment Tests with Explicit Alternatives,” September
1990, U.C.-Davis, Department of Economics, Working Paper No. 366,
revised February 1991 (with P.K. Trivedi). [Working Paper]
“Conditional Moment Tests and Orthogonal Polynomials,” Indiana
University, Department of Economics, Working Paper No. 90-051, revised
June 1993 (with P.K. Trivedi). [Working Paper]
[Revised Paper]
“The Information Matrix Test: Its Components and Implied Alternative
Hypotheses,” U.C.-Davis, Department of Economics, Working Paper No.
372, revised June 1992 (with P.K. Trivedi). [Working Paper]
[Revised Paper]
“An Alternative Type of Heterogeneity Tested by the Information Matrix
Test,” August 1992 (with P.K. Trivedi). [Working Paper]
“Regression Based Tests of Heteroscedasticity in Models Where the
Variance Depends on the Mean,” March 1991, U.C.-Davis, Department of
Economics, Working Paper No. 379. [Working
Paper]
ADDRESS, EDUCATION AND POSITIONS HELD
Office Address:
Department of Economics
University of California
Davis, CA 95616
(530) 564-0630
(530) 752-9382 (Fax)
accameron@ucdavis.edu
http://cameron.econ.ucdavis.edu/faculty/
Education:
B.Ec.(Hons.) Econometrics Australian National University 1977
M.S. Statistics Stanford University 1982
Ph.D. Economics Stanford University 1988
Brief Experience:
Dept. of Economics, University of California - Davis
Past Director, 2003-05, Center on Quantitative Social Science Research
[QSSR
website]
Professor, 2000-present
Associate Professor, 1996-2000
Assistant Professor, 1989-1996.
Department of Economics, The Ohio State University
Assistant Professor, 1987-1989, Instructor, 1986-1987.
Department of Economics, Australian National University
Visiting Research Fellow, Apr-Sep 1984.