Writing a Stata command for methods that you use or develop can broaden dissemination of your research. Stata’s Director of Econometrics David Drukker will lead this one-day course that shows how to write a Stata estimation command.No Stata or Mata programming experience is required, but it does help.
After providing an introduction to basic Stata do-file programming, the course covers basic and advanced ado-file programming. Next, it 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.
Course Outline
Goal: To write an estimation command that works with test, predict, and margins
- A quick introduction to Stata do-file programming
- An introduction to Stata ado-file programming and to syntax
- A Stata program that implements the ordinary least-squares (OLS) estimator
- Writing a certification script
- An introduction to Mata programming basics
- Making our OLS program use Mata
- An introduction to Mata programming (optimize)
- A Stata/Mata program for Poisson regression
- Making predict and margins work with our command
- Monte Carlo simulations in Stata.
