Learn everything you need to write your own estimation commands in Stata including linear estimators, nonlinear estimators, estimators based on maximum likelihood, and estimators based on the generalized method of moments (GMM).
Learn how to make your command behave just like an official Stata command.
This 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.
We offer a 15% discount for group enrollments of three or more participants.
A general familiarity with Stata and a graduate-level course in regression analysis or comparable experience.
Currently, there are no scheduled sessions of this course.
Enrollment is limited. Computers with Stata installed are provided at all public training sessions. All training courses run from 8:30 a.m. to 4:30 p.m. each day. A continental breakfast, lunch, and an afternoon snack will also be provided; the breakfast is available before the course begins. All participants are encouraged to bring a USB flash drive to all public training sessions; this is the safest and simplest way to save your work from the session.