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


From   "Zurab Sajaia" <zsajaia@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: re: how to start writing your own estimation command
Date   Fri, 2 Nov 2007 16:06:42 -0400

I'm glad my programs are of any help to Stata users, but I can't claim the ownership of all the tricks used in them :)
going trough the official Stata and other user's program source files is of course very useful in writing your estimation (and all other) routines.


----- Original Message ----- From: "Kit Baum" <baum@bc.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Friday, November 02, 2007 3:32 PM
Subject: st: re: how to start writing your own estimation command



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


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