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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...

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Programming 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...

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Programming 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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