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Implementing an Estimation Command in Stata/Mata

Date: 09:00 04 December 2017 - 17:00 04 December 2017
Type: Training Course
Speaker: David Drukker StataCorp
Venue: Institute for Fiscal Studies
Prices: HE delegates: £40; Charity/Government: £40; other delegates: £40; All prices are exclusive of VAT

Description

David Drukker the Executive Director of Econometrics at Stata will deliver a course on Implementing an estimation command in Stata/Mata.

Writing a Stata command for methods that you use or develop disseminates your research to a huge audience.  This short course 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 course 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 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.

Outline:

o How does Stata work?
   o Estimation-postestimation framework
   o Estimation followed by test, predict, and margins

o A quick introduction to Stata do-file programming

o An introduction to Stata ado-file programming and to syntax

o A Stata program that implements the ordinary least-squares (OLS) estimator

o  Writing a certification script

o  An introduction to basic Mata programming

o  Making our OLS program use Mata

o  More Mata programming examples

o  Mata programming for nonlinear statistical estimation

o  A Stata/Mata program for Poisson regression

o  Making predict and margins work with our command

o  Monte Carlo simulations in Stata

 

General information

Click here to request a place at this event and view our booking terms and conditions.

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