Re: st: Programming Stata

[Austin Nichols <austinnichols@gmail.com>]

natasha agarwal <agarwana2@googlemail.com>:
I am guessing this is related to Wooldridge's APE stuff:
http://stata.com/meeting/chicago11/materials/chi11_wooldridge.pdf
http://ideas.repec.org/p/boc/nsug08/17.html
http://stata.com/meeting/snasug08/abstracts.html#wooldridge

I have some programs from 2007 or 2008 to calculate the APE, but I
never released them, as I was working on a large-grain parallelized
bootstrap to speed up the SE calculations that I never finished.  I
guess I should revisit those programs, since there seems to be an
ongoing demand, but there is more than enough Stata code in
Wooldridge's presentations to help you write your own program for a
specific application.

One thing--in your program below you put -xb- as an option to -gen-
when you mean -predict-.  Whenever you write a -program-, start by
running the commands interactively first, to debug your code.

On Tue, Aug 16, 2011 at 10:17 AM, Nick Cox <n.j.cox@durham.ac.uk> wrote:
> In addition to Neil's comments,
>
> 1. There is no obvious gain from writing this as a program.
> You might as well just run these commands in a do-file. Of course, this may be under development.
>
> 2. The line
>
> xtprobit expdum 'x', re
>
> will not work as the same character ' is used for both delimiters. You need
>
> xtprobit expdum `x', re
>
> Nick
> n.j.cox@durham.ac.uk
>
> Neil Shephard
>
> If you are going to write it as a program then you should save it as
> [filename].ado (not [filename].do as you are implying) and place it in
> one of your systems -adopath-'s (to see what these are simply type
> -adopath- in Stata.
>
> See [U] 16-18 for greater details on "Do-Files" (Chapter 16)
> "Ado-Files (Chapter 17) and "Programming Stata (Chapter 18).
>
> On 16 August 2011 13:41, natasha agarwal <agarwana2@googlemail.com> wrote:
>
>> I am trying to write and run a program in Stata. The program I define
>> is as follows and I save it in the do-file
>>
>> capture program drop fdi
>> program fdi, rclass
>> local x " lnvfdi mfdi"
>> xtprobit expdum 'x', re
>> gen double x1b1hat, xb
>> gen double scale = normalden(x1bhat1)
>> gen double pe1=scale*_b[lnvfdi]
>> summarize pe1, meanonly
>> return scalar ape1=r(mean)
>> drop x1b1hat scale pe1
>> end
>>
>> When I type fdi, I get an error invalid file name.
>>
>> Can anyone please help me?
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