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stataprogramming archives the stata blog home about archive posts tagged stataprogramming programming an estimation command in stata writing a java plugin 23 february 2018 david m drukker executive director of econometrics no comments tweet 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 stataprogramming plugin programming programming an estimation command in stata writing a c plugin 22 february 2018 david m drukker executive director of econometrics no comments tweet 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 stataprogramming plugin programming programming an estimation command in stata writing a c plugin 20 february 2018 david m drukker executive director of econometrics no comments tweet 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 stataprogramming plugin programming programming an estimation command in stata preparing to write a plugin 15 february 2018 david m drukker executive director of econometrics no comments tweet 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 stataprogramming plugin programming programming an estimation command in stata writing an estat postestimation command 20 october 2016 david m drukker executive director of econometrics no comments tweet 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 stataprogramming estat postestimation programming programming an estimation command in stata consolidating your code 18 may 2016 david m drukker executive director of econometrics 1 comment tweet newcommand xb bf x newcommand gb bf g newcommand hb bf h newcommand gb bf g newcommand eb bf e newcommand betab boldsymbol beta i write ado commands that estimate the parameters of an exponential conditional mean ecm model and a probit conditional mean pcm model by nonlinear least squares using the methods that i discussed in the post programming an estimation command in stata nonlinear least squares estimators these commands will either share lots of code or repeat lots of code because they are so similar it is almost always better to share code than to repeat code shared code only needs to be changed in one place to add a feature or to fix a problem repeated code must be changed everywhere i introduce mata libraries to share mata functions across ado commands and i introduce wrapper commands to share ado 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 stataprogramming mata nls nonlinear model programming programming an estimation command in stata nonlinear least squares estimators 12 may 2016 david m drukker executive director of econometrics no comments tweet newcommand xb bf x newcommand gb bf g newcommand hb bf h newcommand gb bf g newcommand eb bf e newcommand betab boldsymbol beta i want to write ado commands to estimate the parameters of an exponential conditional mean ecm model and probit conditional mean pcm model by nonlinear least squares nls before i can write these commands i need to show how to trick optimize into performing the gauss newton algorithm and apply this trick to these two problems 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 stataprogramming mata nls nonlinear model programming programming an estimation command in stata certifying your command 31 march 2016 david m drukker executive director of econometrics no comments tweet newcommand xb bf x newcommand betab boldsymbol beta before you use or distribute your estimation command you should verify that it produces correct results and write a do file that certifies that it does so i discuss the processes of verifying and certifying an estimation command and i present some techniques for writing a do file that certifies mypoisson5 which i discussed in previous posts 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 stataprogramming certification programming programming an estimation command in stata making predict work 17 march 2016 david m drukker executive director of econometrics no comments tweet 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 stataprogramming postestimation programming programming an estimation command in stata adding analytical derivatives to a poisson command using mata 2 march 2016 david m drukker executive director of econometrics no comments tweet newcommand xb bf x newcommand betab boldsymbol beta using analytically computed derivatives can greatly reduce the time required to solve a nonlinear estimation problem i show how to use analytically computed derivatives with optimize and i discuss mypoisson4 ado which uses these analytically computed derivatives only a few lines of mypoisson4 ado differ from the code for mypoisson3 ado which i discussed in programming an estimation command in stata allowing for robust or cluster robust standard errors in 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 stataprogramming econometrics mata nonlinear model programming statistics older entries rss twitter facebook subscribe to the stata blog receive email notifications of new blog posts name email address please leave this field empty recent articles teach 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