st: Re: re: how to start writing your own estimation command

["Zurab Sajaia" <zsajaia@hotmail.com>]

I'm glad my programs are of any help to Stata users, but I can't claim the 
ownership of all the tricks used in them :)
going trough the official Stata and other user's program source files is of 
course very useful in writing your estimation (and all other) routines.


----- Original Message ----- 
From: "Kit Baum" <baum@bc.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Friday, November 02, 2007 3:32 PM
Subject: st: re: how to start writing your own estimation command



> To Wilner's excellent comments
>
> For
> example, Zurab Sajaia explained how he got rho to satisfy -1<=rho<1
> and cutoffs to be ordered ascendingly for his bioprobit command.
>
> I would add that the trick above is that used in, e.g. -biprobit- to 
> ensure that the correlation parameter rho is in the unit circle. Try
>
> viewsource bipp_lf.ado
>
> (it's not always _ll!) and look at the end of the routine. Also  consider 
> the 'diparm' option which allows you to estimate a parameter  in one space 
> and backtransform it; e.g. estimate exp(sigma), but  report sigma.
>
> Kit
>
> Kit Baum, Boston College Economics and DIW Berlin
> http://ideas.repec.org/e/pba1.html
> An Introduction to Modern Econometrics Using Stata:
> http://www.stata-press.com/books/imeus.html
>
>
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