- Date
- Friday 19 Oct 2018, 09:00 - 18:30
- Type
- Workshop
- Spoken Language
- English
- Room
- T3-20
- Building
- Mandeville Building
- Location
- Campus Woudestein
The course is open to all students and researchers interested in programming econometric/statistical methodology. After providing an introduction to basic Stata do-file programming, the course covers basic and advanced ado-file programming. Next, it provides an introduction to Mata, the byte-compiled matrix language that is part of Stata. Then, the course shows how to implement linear and nonlinear statistical methods in Stata/Mata programs. Finally, the course discusses using Monte Carlo simulations, how to test the implementation. No Stata or Mata programming experience is required, but it does help. The course is partly designed to help methodological researchers in econometrics and statistics disseminate their research to a huge audience, by implementing their derived methods in Stata, as Stata is highly popular among applied researchers.
- How does Stata work?
- Estimation-postestimation framework
- Estimation followed by test, predict, and margins
- A quick introduction to Stata do-file programming
- An introduction to Stata ado-file programming and to syntax
- A Stata program that implements the sample-average estimator for the mean
- An introduction to basic Mata programming
- An introduction to basic Mata programming
- Making our mean program use Mata
- More Mata programming examples
- Mata programming for nonlinear statistical estimation
- A Stata/Mata program for Poisson regression
- Making predict and margins work with our command
- Monte Carlo simulations in Stata
- Writing a certification script
Registration
Deadline for registration is Sunday, 14 October 2018
Organizer
Sponsors
- More information
Interested participants can get an idea of the content of the course by glancing at the descriptions of the first 25 blog posts listed at:
Printed copies containing notes for the course will be provided. The course is free of charge, but registration is required, as places are limited.
For more information contact the secretariat eb-secr@ese.eur.nl