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.
- The syntax of Stata estimation commands
- Basic Stata programming
- Programming an estimation command in Stata
- An introduction to the Mata matrix language
- Basic Stata/Mata programming
- Using optimize() to implement nonlinear statistical estimators in Stata/Mata programs.