Programing an estimation command in Stata: Where to store your stuff
If you tell me “I program in Stata”, it makes me happy, but I do not know what you mean. Do you write scripts to make your research reproducible, or do you write Stata commands that anyone can use and...
View ArticleProgramming an estimation command in Stata: A first ado command
I discuss the code for a simple estimation command to focus on the details of how to implement an estimation command. The command that I discuss estimates the mean by the sample average. I begin by...
View ArticleProgramming an estimation command in Stata: Using Stata matrix commands and...
\(\newcommand{\epsilonb}{\boldsymbol{\epsilon}} \newcommand{\ebi}{\boldsymbol{\epsilon}_i} \newcommand{\Sigmab}{\boldsymbol{\Sigma}} \newcommand{\Omegab}{\boldsymbol{\Omega}}...
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