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Posts Tagged ‘#StataProgramming’

Programming an estimation command in Stata: Global macros versus local macros

I discuss a pair of examples that illustrate the differences between global macros and local macros. You can view this post as a technical appendix to the previous post in the #StataProgramming series, which introduced global macros and local macros.

In every command I write, I use local macros to store stuff in a workspace that will not alter a user’s data and to make my code easier to read. A good understanding of the differences between global macros and local macros helps me to write better code. The essential differences between global macros and local macros can be summarized in two points. Read more…

Programming 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 reuse? In the series #StataProgramming, I will show you how to write your own commands, but I start at the beginning. Discussing the difference between scripts and commands here introduces some essential programming concepts and constructions that I use to write scripts and commands.

This is the second 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…

Programming estimators in Stata: Why you should

Distributing a Stata command that implements a statistical method will get that method used by lots of people. They will thank you. And, they will cite you!

This post is the first in the series #StataProgramming about programing an estimation command in Stata that uses Mata to do the numerical work. In the process of showing you how to program an estimation command in Stata, I will discuss do-file programming, ado-file programming, and Mata programming. When the series ends, you will be able to write Stata commands.

Stata users like its predictable syntax and its estimation-postestimation structure that facilitates hypothesis testing, specification tests, and parameter interpretation. To help you write Stata commands that people want to use, I illustrate how Stata syntax is predictable and give an overview of the estimation-postestimation structure that you will want to emulate in your programs. Read more…