### Archive

Posts Tagged ‘#StataProgramming’

## Programming an estimation command in Stata: Writing a Java plugin

This post is the fourth 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.

In this post, I write a plugin in Java that implements the calculations performed by mymean_work() in mymean11.ado, discussed in Programming an estimation command in Stata: Preparing to write a plugin, and I assume that you are familiar with that material.

This post is analogous to Programming an estimation command in Stata: Writing a C plugin and to Programming an estimation command in Stata: Writing a C++ plugin. The differences are due to the plugin code being in Java instead of C or C++. I do not assume that you are familiar with the material in those posts, and much of that material is repeated here.

This is the 32nd 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…

Categories: Programming Tags:

## Programming an estimation command in Stata: Writing a C++ plugin

This post is the third 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.

In this post, I write a plugin in C++ that implements the calculations performed by mymean_work() in mymean11.ado, discussed in Programming an estimation command in Stata: Preparing to write a plugin. I assume that you are familiar with the material in that post.

This post is analogous to Programming an estimation command in Stata: Writing a C plugin. The differences are due to the plugin code being in C++ instead of C. I do not assume that you are familiar with the material in that post, and you will find much of it repeated here.

This is the 31st 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:

## Programming an estimation command in Stata: Writing a C plugin

This post is the second 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.

In this post, I write a plugin in C that implements the calculations performed by mymean_work() in mymean11.ado, discussed in Programming an estimation command in Stata: Preparing to write a plugin. I assume that you are familiar with the material in that post.

This is the 30th 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…

Categories: Programming Tags:

## 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…

Categories: Programming Tags:

## 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…

Categories: Programming Tags:

## 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…

Categories: Programming Tags:

## 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…

Categories: Programming Tags:

## Programming an estimation command in Stata: Certifying your command


This is the twenty-fifth 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.

Verification versus certification

Verification is the process of establishing Read more…

Categories: Programming Tags:

## Programming an estimation command in Stata: Making predict work

I make predict work after mypoisson5 by writing an ado-command that computes the predictions and by having mypoisson5 store the name of this new ado-command in e(predict). The ado-command that computes predictions using the parameter estimates computed by ado-command mytest should be named mytest_p, by convention. In the next section, I discuss mypoisson5_p, which computes predictions after mypoisson5. In section Storing the name of the prediction command in e(predict), I show that storing the name mypoisson5_p in e(predict) requires only a one-line change to mypoisson4.ado, which I discussed in Programming an estimation command in Stata: Adding analytical derivatives to a poisson command using Mata.

This is the twenty-fourth post in the Read more…

Categories: Programming Tags:

## Programming an estimation command in Stata: Adding analytical derivatives to a poisson command using Mata


This is the twenty-third 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.

Analytically computed derivatives for Poisson

The contribution of the i(th) observation to the log-likelihood function for the Poisson maximum-likelihood estimator is Read more…

Categories: Programming Tags: