Re: st: Programming Stata

[natasha agarwal <agarwana2@googlemail.com>]

Yes!

Search for 'unbalanced' in the link below

http://www.cemmap.ac.uk/resources/imbens_wooldridge/lecture_6.pdf

Natasha



On Wed, Aug 17, 2011 at 1:12 PM, Austin Nichols <austinnichols@gmail.com> wrote:
> natasha agarwal <agarwana2@googlemail.com>
> Seriously?
> Search for "balanced" in the first link provided:
> http://stata.com/meeting/chicago11/materials/chi11_wooldridge.pdf
>
> On Wed, Aug 17, 2011 at 5:57 AM, natasha agarwal
> <agarwana2@googlemail.com> wrote:
>> 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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