Artificial intelligence (AI) is a popular topic in the media these days, and ChatGPT is, perhaps, the most well-known AI tool. I recently tweeted that I had written a Stata command called chatgpt for myself that runs ChatGPT. I promised to explain how I did it, so here is the explanation. Read more…

I discuss a sequence of ado-commands that use Mata to estimate the mean of a variable. The commands illustrate a general structure for Stata/Mata programs. This post builds on Programming an estimation command in Stata: Mata 101, Programming an estimation command in Stata: Mata functions, and Programming an estimation command in Stata: A first ado-command.

This is the thirteenth 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.

Using Mata in ado-programs

I begin by reviewing the structure in mymean5.ado, which I discussed Read more…

I make two improvements to the command that implements the ordinary least-squares (OLS) estimator that I discussed in Programming an estimation command in Stata: Allowing for options. First, I add an option for a cluster-robust estimator of the variance-covariance of the estimator (VCE). Second, I make the command accept the modern syntax for either a robust or a cluster-robust estimator of the VCE. In the process, I use subroutines in my ado-program to facilitate the parsing, and I discuss some advanced parsing tricks.

This is the tenth 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…

I make three improvements to the command that implements the ordinary least-squares (OLS) estimator that I discussed in Programming an estimation command in Stata: Allowing for sample restrictions and factor variables. First, I allow the user to request a robust estimator of the variance-covariance of the estimator (VCE). Second, I allow the user to suppress the constant term. Third, I store the residual degrees of freedom in e(df_r) so that test will use the \(t\) or \(F\) distribution instead of the normal or \(\chi^2\) distribution to compute the \(p\)-value of Wald tests.

This is the ninth 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…

I modify the ordinary least-squares (OLS) command discussed in Programming an estimation command in Stata: A better OLS command to allow for sample restrictions, to handle missing values, to allow for factor variables, and to deal with perfectly collinear variables.

This is the eighth 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…

I use the syntax command to improve the command that implements the ordinary least-squares (OLS) estimator that I discussed in Programming an estimation command in Stata: A first command for OLS. I show how to require that all variables be numeric variables and how to make the command accept time-series operated variables.

This is the seventh 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…

\(
\newcommand{\betab}{\boldsymbol{\beta}}
\newcommand{\xb}{{\bf x}}
\newcommand{\yb}{{\bf y}}
\newcommand{\Xb}{{\bf X}}
\)I show how to write a Stata estimation command that implements the ordinary least-squares (OLS) estimator by explaining the code. I use concepts that I introduced in previous #StataProgramming posts. In particular, I build on Programming an estimation command in Stata: Using Stata matrix commands and functions to compute OLS objects, in which I recalled the OLS formulas and showed how to compute them using Stata matrix commands and functions and on
Programming an estimation command in Stata: A first ado command, in which I introduced some ado-programming concepts. Although I introduce some local macro tricks that I use all the time, I also build on Programing an estimation command in Stata: Where to store your stuff.

This is the sixth 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…