»  Home »  Resources & support »  Training »  On-site training »  Courses »  Programming Estimation Commands in Stata

On-site training

Programming Estimation Commands in Stata


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


A general familiarity with Stata and a graduate-level course in regression analysis or comparable experience.


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





The Stata Blog: Not Elsewhere Classified Find us on Facebook Follow us on Twitter LinkedIn YouTube Instagram
© Copyright 1996–2022 StataCorp LLC   •   Terms of use   •   Privacy   •   Contact us