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Re: st: Programming Stata


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Programming Stata
Date   Wed, 17 Aug 2011 08:12:15 -0400

natasha agarwal <agarwana2@googlemail.com>
Seriously?
Search for "balanced" in the first link provided:
http://stata.com/meeting/chicago11/materials/chi11_wooldridge.pdf

On Wed, Aug 17, 2011 at 5:57 AM, natasha agarwal
<agarwana2@googlemail.com> wrote:
> Hi Austin,
>
> You are absolutely right. This has got to do with Woolridge's APE stuff.
>
> I had a look at the links you posted (thanks for that) and it has got
> me a little confused.
>
> Is the APE calculation meant only for balanced panel (as his data is balanced)?
>
> Thanks
> Natasha
>
>
>
> On Tue, Aug 16, 2011 at 3:57 PM, Austin Nichols <austinnichols@gmail.com> wrote:
>> natasha agarwal <agarwana2@googlemail.com>:
>> I am guessing this is related to Wooldridge's APE stuff:
>> http://stata.com/meeting/chicago11/materials/chi11_wooldridge.pdf
>> http://ideas.repec.org/p/boc/nsug08/17.html
>> http://stata.com/meeting/snasug08/abstracts.html#wooldridge
>>
>> I have some programs from 2007 or 2008 to calculate the APE, but I
>> never released them, as I was working on a large-grain parallelized
>> bootstrap to speed up the SE calculations that I never finished.  I
>> guess I should revisit those programs, since there seems to be an
>> ongoing demand, but there is more than enough Stata code in
>> Wooldridge's presentations to help you write your own program for a
>> specific application.
>>
>> One thing--in your program below you put -xb- as an option to -gen-
>> when you mean -predict-.  Whenever you write a -program-, start by
>> running the commands interactively first, to debug your code.
>>
>> On Tue, Aug 16, 2011 at 10:17 AM, Nick Cox <n.j.cox@durham.ac.uk> wrote:
>>> In addition to Neil's comments,
>>>
>>> 1. There is no obvious gain from writing this as a program.
>>> You might as well just run these commands in a do-file. Of course, this may be under development.
>>>
>>> 2. The line
>>>
>>> xtprobit expdum 'x', re
>>>
>>> will not work as the same character ' is used for both delimiters. You need
>>>
>>> xtprobit expdum `x', re
>>>
>>> Nick
>>> n.j.cox@durham.ac.uk
>>>
>>> Neil Shephard
>>>
>>> If you are going to write it as a program then you should save it as
>>> [filename].ado (not [filename].do as you are implying) and place it in
>>> one of your systems -adopath-'s (to see what these are simply type
>>> -adopath- in Stata.
>>>
>>> See [U] 16-18 for greater details on "Do-Files" (Chapter 16)
>>> "Ado-Files (Chapter 17) and "Programming Stata (Chapter 18).
>>>
>>> On 16 August 2011 13:41, natasha agarwal <agarwana2@googlemail.com> wrote:
>>>
>>>> I am trying to write and run a program in Stata. The program I define
>>>> is as follows and I save it in the do-file
>>>>
>>>> capture program drop fdi
>>>> program fdi, rclass
>>>> local x " lnvfdi mfdi"
>>>> xtprobit expdum 'x', re
>>>> gen double x1b1hat, xb
>>>> gen double scale = normalden(x1bhat1)
>>>> gen double pe1=scale*_b[lnvfdi]
>>>> summarize pe1, meanonly
>>>> return scalar ape1=r(mean)
>>>> drop x1b1hat scale pe1
>>>> end
>>>>
>>>> When I type fdi, I get an error invalid file name.
>>>>
>>>> Can anyone please help me?

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