### Archive

Posts Tagged ‘Stata matrix function’

## Programming an estimation command in Stata: Allowing for options

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…

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## Programming an estimation command in Stata: Allowing for sample restrictions and factor variables

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…

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## Programming an estimation command in Stata: A better OLS command

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…

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## Programming an estimation command in Stata: A first command for OLS

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…

Categories: Programming Tags: