Overview
Stata Programming Workshop is an opportunity for graduate students, academics, researchers and professionals to expand their knowledge of Stata. This 3-day course introduces programming skills to those who have never written a program in Stata.
Agenda
Day 1
Session 1 - Programming: Some Fundamental Concepts
- Do and ado files in Stata
- Data types: Working with dates and time, time series operators, factor variables
- Debugging – the capture command
- Protecting your data with preserve and restore
- Guidelines for writing programs in Stata
Session 2 - Programming Stata Do-Files - Some Basic Programming Commands and Tools
- Transformation of string and numeric variables
- Recoding discrete and continuous variables
- Recoding missing variables
- Generate and egen functions
- Local and global macros
- Extended macro functions and list functions
- Scalars and matrices
- Temporary variables and tempnames
- Looping commands: forvalues and foreach
- By, statsby, rolling and other prefix commands
- Transforming data with reshape
- Combining datasets with append and merge
Day 2
Session1 - Programming Concepts and Tools in Action
- Tabulating and computing statistics across a set of variables and groups
- Computing durations and aggregating transactions data
- Summarising group characteristics over observations
- Adding aggregate characteristics to micro observations
- Reusing results : return and ereturn commands
- Accessing estimation results and margins
Session 2 - Automation - Do-File Programming Makes Life a lot Easier
- Storing results in matrices
- Stata’s post and postfile commands
- Automating estimation output – the user-written commands estout and tabout, saveresults
- Automating graphical output
Day 3
Session1 - ADO-File Programming
- structure of an ado-file
- syntax and return statements
- using program options
- including a subset of observations
- generalizing commands to handle multiple variables
- rendering commands byable
- writing an e-class program
- programs for egen, ml, nl
- programs for gmm
- Guidelines for ado-file programming style
Session 2 - Introduction to Mata
- Mata Fundamentals
- A simple Mata function
- Components of a Mata function
- Calling Mata functions
- Mata’s st_interface functions
- Mata-based likelihood function evaluators
- Creating arrays of temporary objects with pointers
- Structures
- Additional Mata features
Learning Ratio 50% Theory, 35% Demonstration and 15% Practical
Principal texts for pre-course reading:
- Mitchell, M. N. (2010). Data Management using Stata A Practical Handbook. Stata Press
Principal texts for post-course reading:
- Baum, C. F. (2016). An Introduction to Stata Programming, second edition 2016
Daily Timetable (subject to minor changes)
09:00-09:20 Registration
09:30-11:00 Session 1
11:00-11:15 Tea/coffee break
11:15-12:45 Session 1 Continued
12:45-14:00 Lunch
14:00-15:15 Session 2
15:15-15:30 Tea/coffee break
(Feedback Session)
15:30-17:00 Session 2 Continued
Prerequisites
In terms of econometric knowledge: knowledge of basic statistics concepts
In terms of software knowledge: basic knowledge of Stata.
For full Training Courses Terms & Conditions please click here.
Payment of course fees required prior to the course start date.
Registration closes 5-calendar days prior to the start of the course.
- 100% fee returned for cancellations made over 28-calendar days prior to start of the course.
- 50% fee returned for cancellations made 14-calendar days prior to the start of the course.
- No fee returned for cancellations made less than 14-calendar days prior to the start of the course.