This two-day course shows how to write an estimation command for Stata. No Stata or Mata programming experience is required. After providing an introduction to basic Stata do-file programming, the course covers basic and advanced ado-file programming. Next the course provides an introduction to Mata, the byte-compiled matrix language that is part of Stata. Then the course shows how to implement linear and nonlinear statistical methods in Stata/Mata programs. Finally, the course discusses using Monte Carlo simulations to test the implementation. Exercises will supplement the lectures and Stata examples.
A general familiarity with Stata and a graduate-level course in regression analysis or comparable experience.
This is a two-day course. All training courses generally run for eight hours per day and include morning and afternoon breaks and a lunch break. You can arrange a convenient schedule with your instructor and training coordinator.