Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: re: how to start writing your own estimation command


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: re: how to start writing your own estimation command
Date   Fri, 2 Nov 2007 15:32:40 -0400

To Wilner's excellent comments

For
example, Zurab Sajaia explained how he got rho to satisfy -1<=rho<1
and cutoffs to be ordered ascendingly for his bioprobit command.

I would add that the trick above is that used in, e.g. -biprobit- to ensure that the correlation parameter rho is in the unit circle. Try

viewsource bipp_lf.ado

(it's not always _ll!) and look at the end of the routine. Also consider the 'diparm' option which allows you to estimate a parameter in one space and backtransform it; e.g. estimate exp(sigma), but report sigma.

Kit

Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index