Daniel L. Millimet and Ian K. McDonough, "Dynamic Panel Data Models with 
Irregular Spacing: with an Application to Early Childhood Development," 
Journal of Applied Econometrics, Vol. 32, No. 4, 2017, pp. 725-743.

*APPLICATION*

Two types of files are included: Data files and Stata program (do)
files. The data files are provided in two formats. The first data file
is formatted as plain text file in ASCII format with the first row
containing the variable names as described below. The second data file
is a Stata dta file. 

The file mm_dpd_app_data.dta is zipped in mm-data-dta.zip. The file
mm_dpd_app_data.txt is zipped in mm-data-txt.zip. Unix/Linux users
should use "unzip -a" for the latter file only.

Data Files:

mm_dpd_app_data.txt
mm_dpd_app_data.dta

 N = 54,930 

 Variables (19)

   i             --> Child ID
   t             --> Time/Wave
   zbmi          --> Child, BMI z-scores (outcome of interest)
   ses           --> Child, Continuous SES Measure
   ses2          --> Child, Continuous SES Measure Squared
   sesmiss       --> 1 = SES Info Missing
   hhsize        --> Child, Household Size
   hhsizemiss    --> 1 = Household Size Info Missing
   r_ff_index    --> Real Fast Food Index, by Census Region

   The following variables are added to the ones above to conduct robustness
   checks presented in the Supplemental Appendix.

   nomom         --> Child, 1 = No Mom in HH
   exercise3plus --> Child, 1 = Exercises 3 or more times a week
   exercisemiss  --> 1 = Exercise Info Missing
   cluncha       --> Child, 1 = Usually Eats School Lunch
   clunchamiss   --> 1 = School Lunch Info Missing
   insure        --> Child, 1 = Child Has Health Insurance (Incl Medicaid)
   insuremiss    --> 1 = Insurance Info Missing
   books         --> Child, # of Children's Books
   booksmiss     --> 1 = Books Info Missing
   regionid      --> Census Region ID; 1 = NEAST, 2 = MWEST, 3 = SOUTH,
                     4 = WEST

All of the variables, with the exception of the quarterly fast food
price index variable (r_ff_index), come from the Public-use version of
the Early Childhood Longitudinal Study, Kindergarten Class of 1998-99
(ECLS-K). See https://nces.ed.gov/ecls/kindergarten.asp. 

The quarterly fast food price index variable (r_ff_index) is derived
using US Department of Agriculture (USDA) data on Quarterly
Food-Away-From-Home Prices. Specifically, the variable is constructed
by taking an equal weighted average across census region food prices
for limited burger meals, limited fried chicken meals, and limited
pizza meals. The quarterly fast food price index is then deflated
using the US CPI Index (quarterly) with the base period being Q41998
(Fall K). The food prices are available directly from the USDA
(http://www.ers.usda.gov/data-products/quarterly
food-away-from-home-prices.aspx; last accessed on August 30, 2016) and
the US CPI Index can be found directly from the BLS
(http://www.bls.gov/cpi/) or From the Federal Reserve Economic Data
(FRED) hosted by the Federal Reserve Bank of St. Louis (
https://fred.stlouisfed.org/).


There are 19 Stata do files, described below. They are all ASCII files
in DOS format, and they are zipped in the file mm-do-files.zip.
Unix/Linux users should use "unzip -a".

Stata do Files:

bmi_a.do
bmi_a_k-3.do
bmi_a_k-5.do

   The above do files produce results found in Table 4 of the text,
   and in Appendix Tables E2, and E4, respectively.

bmi_b.do
bmi_b_k-3.do
bmi_b_k-5.do

   The above do files produce results found in Appendix Tables E1, E3,
   and E5, respectively.

bmi_emp_mc.do

   The above do file produces the Empirical Monte Carlo results found
   in the Appendix Table F1. To replicate both cases, one simply needs
   to re-initialize the parameters to match the corresponding cases
   found in Table F1.


*Monte Carlo Simulations*

usmc_sims.do

   The above do file is called by many of the do files below. It simulates
   the data given the values of the parameters passed by the do files
   below, estimates the model using the various estimators, and stores
   the results.
   
usmc_sims_discX.do

   The above do file is identical to usmc_sims.do with the exception that the
   covariate in the simulations is now binary rather than continuous. It is
   the file called by the final 3 "doall" files with discX in the name.

doall_T0a.do
doall_T0b.do
doall_T99a.do
doall_T99b.do

   The above do files specify the parameters for different DGPs and
   call usmc_sims.do. The *T99*.do files set the initial time period
   to -99; results in Appendix Tables A1-A16 and C1-C4.  The *T0*.do
   files set the initial time period equal to 0; results in Appendix
   Tables B1-B16 and D1-D4.  

doall_T0.do
doall_T99.do
doall_FinalFormatting.do

   The above do files read in the simulation results and organize them
   for tables.

doall_T99b_discX.do
doall_T99_discX.do
doall_FinalFormating_discX.do

   The above do files perform a selection of the DGPs using a
   discrete, rather than a continuous, X covariate.


*Supplemental Appendix*

The Supplemental Appendix of the paper is made available here as a PDF
file, millimet-mcdonough-appendix.pdf.