Workshop: Implementing an estimation command in Stata/Mata
David Drukker, Executive Director of Econometrics, StataCorp LLC

Overview

Writing a Stata command for methods that you use or develop disseminates your research to a huge audience. This workshop on June 8 shows how to write a Stata estimation command. No Stata or Mata programming experience is required, but it does help. After providing an introduction to basic Stata do-file programming, the workshop covers basic and advanced ado-file programming. Next, it provides an introduction to Mata, the byte-compiled matrix language that is part of Stata. Then the workshop shows how to implement linear and nonlinear statistical methods in Stata/Mata programs. The workshop discusses using Monte Carlo simulations to test the implementation.

Enrollment is limited. The workshop will begin at 9:00 a.m. and end at 4:45 p.m. with a midday break for lunch.