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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.

Module 1 (1.25 hrs) Beginner

  • How does Stata work?
    • Estimation-postestimation framework
    • Estimation followed by test, predict, and margins
  • A quick introduction to Stata do-file programming

Module 2 (1.25 hrs) Beginner/Intermediate

  • An introduction to Stata ado-file programming and to syntax
  • A Stata program that implements the ordinary least-squares (OLS) estimator
  • Monte Carlo simulations in Stata

Module 3 (1.75 hrs) Intermediate

  • An introduction to basic Mata programming
  • Making our OLS program use Mata
  • More Mata programming examples

Module 4 (1.75 hrs) Intermediate/Expert

  • Mata programming for nonlinear statistical estimation
    • A Stata/Mata program for Poisson regression
  • Making predict and margins work with our command

The workshop is free, but you must register to attend. This is a separate registration from the 2017 Canadian Users Group meeting.

Registration is closed.

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