Do any of you know if the mata source code for mprobit (in
particular, the quadrature and simulator routines, which are written
in mata and called by mprobit) is publicly available? Those routines
are included in the mata library lmataado.mlib, but the standard ado
files that come with Stata 9 appear to include only the compiled mata
library, and not the mata source code.
I'm planning to write a computationally intensive estimation routine
that's fairly similar to mprobit, so I'd be interested to see what
those mata source code files look like--both so that I can get an
idea of how complicated it'd be to code my routine in mata and
because I might be able to adapt some of that existing code to handle
part of my routine.
Also, in general, I'd like it if StataCorp would distribute both the
compiled libraries and the source code for routines such as these.
One of the nice things about implementing commands as .ado files is
that users can look at the code and see exactly how the commands
work. Mata seems like it'll be a great tool, but it'll be a lot more
useful if users can see the source code than if we only get to see
compiled libraries.
