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


From   "Eva Poen" <eva.poen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: re: how to start writing your own estimation command
Date   Sun, 4 Nov 2007 12:43:31 +0000

Thanks a lot to everyone who replied. I will have a look at -biprobit-
and some other routines as soon as the book arrives. The adventure may
begin...

Eva

2007/11/2, Zurab Sajaia <zsajaia@hotmail.com>:
> 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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> >
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