Re: st: Programming Stata

[natasha agarwal <agarwana2@googlemail.com>]

Hi Austin,

You are absolutely right. This has got to do with Woolridge's APE stuff.

I had a look at the links you posted (thanks for that) and it has got
me a little confused.

Is the APE calculation meant only for balanced panel (as his data is balanced)?

Thanks
Natasha



On Tue, Aug 16, 2011 at 3:57 PM, Austin Nichols <austinnichols@gmail.com> wrote:
> 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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