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st: Mata source code for mprobit?


From   Rob Williams <rwilliam@eco.utexas.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Mata source code for mprobit?
Date   Wed, 6 Jul 2005 18:59:09 -0500

Do any of you know if the mata source code for mprobit (in particular, the quadrature and simulator routines, which are written in mata and called by mprobit) is publicly available? Those routines are included in the mata library lmataado.mlib, but the standard ado files that come with Stata 9 appear to include only the compiled mata library, and not the mata source code.

I'm planning to write a computationally intensive estimation routine that's fairly similar to mprobit, so I'd be interested to see what those mata source code files look like--both so that I can get an idea of how complicated it'd be to code my routine in mata and because I might be able to adapt some of that existing code to handle part of my routine.

Also, in general, I'd like it if StataCorp would distribute both the compiled libraries and the source code for routines such as these. One of the nice things about implementing commands as .ado files is that users can look at the code and see exactly how the commands work. Mata seems like it'll be a great tool, but it'll be a lot more useful if users can see the source code than if we only get to see compiled libraries.

Thanks,
Rob Williams


--
Professor Roberton C. Williams III
Department of Economics
University of Texas at Austin
1 University Station #C3100
Austin, TX 78712-0301
phone: 512-475-8522
fax: 512-471-3510
email: robwilliams@mail.utexas.edu
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