st: re: how to start writing your own estimation command

[Kit Baum <baum@bc.edu>]

To Wilner's excellent comments

For
example, Zurab Sajaia explained how he got rho to satisfy -1<=rho<1
and cutoffs to be ordered ascendingly for his bioprobit command.

I would add that the trick above is that used in, e.g. -biprobit- to  
ensure that the correlation parameter rho is in the unit circle. Try

viewsource bipp_lf.ado

(it's not always _ll!) and look at the end of the routine. Also  
consider the 'diparm' option which allows you to estimate a parameter  
in one space and backtransform it; e.g. estimate exp(sigma), but  
report sigma.

Kit

Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


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