1 item has been added to your cart.

On-site training

Programming Estimation Commands in Stata

Description

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.

Request this course

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 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.

Request this course