Stata Short Course

Writing a Stata command for methods that you use or develop can broaden dissemination of your research. Stata’s Director of Econometrics David Drukker will lead this one-day course that 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. 

Course Outline

Goal: To write an estimation command that works with test, predict, and margins

  • A quick introduction to Stata do-file programming
  • An introduction to Stata ado-file programming and to syntax
  • A Stata program that implements the ordinary least-squares (OLS) estimator
  • Writing a certification script
  • An introduction to Mata programming basics
  • Making our OLS program use Mata
  • An introduction to Mata programming (optimize)
  • A Stata/Mata program for Poisson regression
  • Making predict and margins work with our command
  • Monte Carlo simulations in Stata.

Friday, April 24, 2015

9:00 - 5:00 p.m.*
Location: TBA
Evanston Campus

Registration is now closed.