### Archive

Archive for the ‘Programming’ Category

## Programming an estimation command in Stata: Preparing to write a plugin

This post is the first in a series that illustrates how to plug code written in another language (like C, C++, or Java) into Stata. This technique is known as writing a plugin or as writing a dynamic-link library (DLL) for Stata.

Plugins can be written for any task, including data management, graphical analysis, or statistical estimation. Per the theme of this series, I discuss plugins for estimation commands.

In this post, I discuss the tradeoffs of writing a plugin, and I discuss a simple program whose calculations I will replace with plugins in subsequent posts.

This is the 29th post in the series Programming an estimation command in Stata. See Programming an estimation command in Stata: A map to posted entries for a map to all the posts in this series. Read more…

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## Working with Java plugins (Part 2)

In my previous post, I talked about how to combine the Java library Twitter4J and Stata’s Java function Interface using Eclipse to create a helloWorld plugin. Now, I want to talk about how to call Twitter4j member functions to connect to Twitter REST API, return Twitter data, and load that data into Stata using the Stata SFI. Read more…

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## Working with Java plugins (Part 1)

Introduction

Three months ago, I wrote about a new command, twitter2stata, that imports data from Twitter’s REST API into Stata. Today, I will show you the tools we used to develop this command. Writing this command from scratch solely in Mata or ado-code would have taken several months. Fortunately, we can significantly speed up our development using an existing Java library (Twitter4J) and Stata’s Java plugins. In this post, I will discuss the basic steps of how to leverage a Java library and the Stata Java API.

Java is the most popular programming language in the world, so there are many libraries to support your development. A quick Google search should tell you if a Java library exists for what you are trying to do; this is how we found the library Twitter4J. For the rest of this blog entry, a basic understanding of programming in Java is helpful, but not necessary. Read more…

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## Stata 15 announced, available now

We announced Stata 15 today. It’s a big deal because this is Stata’s biggest release ever.

I posted to Statalist this morning and listed sixteen of the most important new features. Here on the blog I will say more about them, and you can learn even more by visiting our website and seeing the Stata 15 features page.

I go into depth below on the sixteen highlighted features. They are (click to jump)

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## Creating Excel tables with putexcel part 3: Writing custom reports for arbitrary variables

In my last post, I demonstrated how to use putexcel to recreate common Stata output in Microsoft Excel. Today I want to show you how to create custom reports for arbitrary variables. I am going to create tables that combine cell counts with row percentages, and means with standard deviations. But you could modify the examples below to include column percentages, percentiles, standard errors, confidence intervals or any statistic. I am also going to pass the variable names into my programs using local macros. This will allow me to create the same report for arbitrary variables by simply assigning new variable names to the macros. You could extend this idea by creating a do-file for each report and passing the variable names into the do-files. This is another important step toward our goal of automating the creation of reports in Excel.

Today’s blog post is Read more…

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## Creating Excel tables with putexcel, part 2: Macro, picture, matrix, and formula expressions

In my last post, I showed how to use putexcel to write simple expressions to Microsoft Excel and format the resulting text and cells. Today, I want to show you how to write more complex expressions such as macros, graphs, and matrices. I will even show you how to write formulas to Excel to create calculated cells. These are important steps toward our goal of automating the creation of reports in Excel.

Before we begin the examples, Read more…

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## Creating Excel tables with putexcel, part 1: Introduction and formatting

For a long time, I have wanted to type a Stata command like this,

. ExcelTable race, cont(age height weight) cat(sex diabetes)
The Excel table table.xlsx was created successfully


and get an Excel table that looks like this:

So I wrote a program called ExcelTable for my own use Read more…

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## Programming an estimation command in Stata: Writing an estat postestimation command

estat commands display statistics after estimation. Many of these statistics are diagnostics or tests used to evaluate model specification. Some statistics are available after all estimation commands; others are command specific.

I illustrate how estat commands work and then show how to write a command-specific estat command for the mypoisson command that I have been developing.

This is the 28th post in the series Programming an estimation command in Stata. I recommend that you start at the beginning. See Programming an estimation command in Stata: A map to posted entries for a map to all the posts in this series. Read more…

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## Programming an estimation command in Stata: Consolidating your code


This is the 27th post in the series Programming an estimation command in Stata. I recommend that you start at the beginning. See Programming an estimation command in Stata: A map to posted entries for a map to all the posts in this series.

Ado-commands for ECM and PCM models

I now convert the examples of Read more…

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## Programming an estimation command in Stata: Nonlinear least-squares estimators


This is the 26th post in the series Programming an estimation command in Stata. I recommend that you start at the beginning. See Programming an estimation command in Stata: A map to posted entries for a map to all the posts in this series.

Gauss–Newton algorithm

Gauss–Newton algorithms frequently perform better than Read more…

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