Programming an Estimation Command in Stata
Description
This course shows how to write an estimation command for Stata. No Stata or
Mata programming experience is required. After providing
an introduction to basic Stata do-file programming, the course covers basic
and advanced ado-file programming. Next the course provides an introduction
to Mata, the byte-compiled matrix language that is part of Stata. Then the
course shows how to implement linear and nonlinear statistical methods in
Stata/Mata programs. Finally, the course discusses using Monte Carlo
simulations to test the implementation. Exercises will supplement the
lectures and Stata examples.
Prerequisites
A general familiarity with Stata and a graduate-level course in regression analysis or comparable experience.
Course topics
- Day 1
- The syntax of Stata estimation commands
- Basic Stata programming
- Programming an estimation command in Stata
- An introduction to the Mata matrix language
- Day 2
- A further introduction to the Mata matrix language
- Basic Stata/Mata programming
- Using optimize() to implement nonlinear statistical estimators in
Stata/Mata programs
- Testing a command by Monte Carlo simulation
Next session
Currently, there are no scheduled sessions of this course.
Request to be notified of future training sessions.
Notes
Enrollment is limited.
Computers with Stata installed are provided at all public training
sessions.
All training courses run from 8:30 AM to 4:30 PM each day.
A continental breakfast, lunch, and an afternoon snack will also be
provided; the breakfast is available before the course begins.
All participants are encouraged to bring a USB flash drive to all
public training sessions; this is the safest and simplest way to save your work
from the session.
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