Workshop

Programming econometric methods in Stata / Mata (an IFS / cemmap workshop)

Speaker

David Drukker

Date & Time

From: 29 October 2010
Until:

Type

Workshop

Venue

Birkbeck, Clore Management Centre
2 Malet Street,
Bloomsbury,
Camden,
London,
WC1E 7HX

PLEASE NOTE: We are unable to provide any travel support for this workshop.

This class shows how to write an estimation command for Stata. No Stata or Mata programming experience is required, but previous experience does help. The class provides an introduction to basic Stata do-file programming, and proceeds to advanced ado-file programming. After providing an introduction to Mata, the byte-compiled matrix language that is part of Stata, the class shows how to implement numerical methods for linear and nonlinear statistical methods in Stata/Mata.

Course outline

Part 1

  • The syntax of Stata estimation commands
  • Basic Stata programming
  • Programming an estimation command in Stata

Part 2

  • An introduction to the Mata matrix language
  • Basic Stata/Mata programming
  • Using optimize() to implement nonlinear statistical estimators in Stata/Mata programs.