On-site Training
Programming an Estimation Command in Stata
Description
This 2-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.
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Course topics
- Day 1
- The syntax of Stata estimation commands
- Basic Stata programming
- Programming an estimation command in Stata
- An introduction to the Mata matrix language
- Day 2
- A further introduction to the Mata matrix language
- Basic Stata/Mata programming
- Using optimize() to implement nonlinear statistical estimators in
Stata/Mata programs
- Testing a command by Monte Carlo simulation
Prerequisite
A general familiarity with Stata and a graduate-level course in regression analysis or comparable experience.
Notes
This is a 2-day course. All training courses generally run for 8 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.
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