SESSION I: PROGRAMMING BASICS | A QUICK REVIEW
- Macros
- Global macros
- Local macros
- Scalars and matrices
- Temporary objects
- Looping
- Branching
SESSION II: WRITING STATA PROGRAMS
- Programming in Stata
- Do-files and ADO-files
- Writing and modifying a Stata programs
- Programs without arguments
- Programs with positional arguments
- Programs with named positional arguments
- Storing and retrieving program results
- Programs with arguments using the “syntax” construct
- Using tokenize and macro shift
- ADO-files
- Implementing program options
- The return statements
- Sample restriction with marksample and markout
- Making a command “byable”
- The use of sortpreserve
- Writing an rclass ADO-file
- Implementing program options
- Sample restrictions with marksample
- The usefulness of markout
- Make a program “byable”
- The use of sortpreserve
- Writing an eclass ADO-file
- More on storing results in e()
- A eclass program template
- Temporarily destroying the data in memory
- Local sub-routines
SESSION III: STATA MATRIX CAPABILITIES
- Stata matrix commands
- Stata matrix input and output
- Matrix input from Stata estimation results
- Stata matrix subscripts and combining matrices
- Matrix operators
- Matrix functions
- Defining a macro by a matrix function
- Matrix accumulation commands
SESSION IV: PROGRAMMING ESTIMATORS
- Programming Linear Least Squares estimation
- Programming Maximum Likelihood estimation
- Some examples
SUGGESTED READING
- Baum, Cristopher F. (2016). An Introduction to Stata Programming, Second Edition, StataPress.