Training Course

Implementing an Estimation Command in Stata/Mata

Date:
| 09:00 - 17:00
Location: Institute for Fiscal Studies -

7 Ridgmount Street, London WC1E 7AE

Price:
HE price : £40
Charity/Government: £40
Full price : £40
All prices are exclusive of VAT
Booking: Please complete a booking form to request your place

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