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P.S. I would not recommend copying the borrowed files to your own
package files, even with the authors' permission. This can lead to
more problems than it solves as and when the borrowed package is later
I think that is debatable. You can't count on authors of other
routines to be careful not to break your program (especially since
they may not even know your program requires their program). They
might decide to change the syntax, update their program to require
Stata 13, rename the program or function, or do various other things
that might zap your program. Therefore, if the author doesn't object,
it may be desirable to copy parts of their code into your program,
with proper attribution.
To deal with Nick's concern I would rename the copied section so as
not to conflict with the package you are copying from, e.g. you don't
want somebody calling your copied routine rather than the original.
Of course, it may also depend on how much code you have to copy. I
would guess that a function in moremata wouldn't require that much
copying, whereas a major estimation routine might be a very different matter.
Letting the author know that your program calls theirs might reduce
the likelihood that they will inadvertently zap your program when
they make changes to theirs.