**List of figures**

**List of tables**

**Acknowledgments**

**Notation and typography**

1 Why should you become a Stata programmer?

Do-file programming

Ado-file programming

Mata programming for ado-files

1.1 Plan of the book

1.2 Installing the necessary software

2 Some elementary concepts and tools

2.1 Introduction

2.1.1 What you should learn from this chapter

2.2 Navigational and organizational issues

2.2.1 The current working directory and profile.do

2.2.2 Locating important directories: sysdir and adopath

2.2.3 Organization of do-files, ado-files, and data files

2.3 Editing Stata do- and ado-files

2.4 Data types

2.4.1 Storing data efficiently: The compress command

2.4.2 Date and time handling

2.4.3 Time-series operators

2.4.4 Factor variables and operators

2.5 Handling errors: The capture command

2.6 Protecting the data in memory: The preserve and restore commands

2.7 Getting your data into Stata

2.7.1 Inputting and importing data

Handling text files

Free format versus fixed format

The import delimited command

Accessing data stored in spreadsheets

Fixed-format data files

2.7.2 Importing data from other package formats

2.8 Guidelines for Stata do-file programming style

2.8.1 Basic guidelines for do-file writers

2.8.2 Enhancing speed and efficiency

2.9 How to seek help for Stata programming

3 Do-file programming: Functions, macros, scalars, and
matrices

3.1 Introduction

3.1.1 What you should learn from this chapter

3.2 Some general programming details

3.2.1 The varlist

3.2.2 The numlist

3.2.3 The if exp and in range qualifiers

3.2.4 Missing data handling

Recoding missing values: The mvdecode and mvencode commands

3.2.5 String-to-numeric conversion and vice versa

Numeric-to-string conversion

Working with quoted strings

3.3 Functions for the generate command

3.3.1 Using if exp with indicator variables

3.3.2 The cond() function

3.3.3 Recoding discrete and continuous variables

3.4 Functions for the egen command

Official egen functions

egen functions from the user community

3.5 Computation for by-groups

3.5.1 Observation numbering: _n and _N

3.6 Local macros

3.7 Global macros

3.8 Extended macro functions and macro list functions

3.8.1 System parameters, settings, and constants: creturn

3.9 Scalars

3.10 Matrices

4 Cookbook: Do-file programming I

4.1 Tabulating a logical condition across a set of variables

4.2 Computing summary statistics over groups

4.3 Computing the extreme values of a sequence

4.4 Computing the length of spells

4.5 Summarizing group characteristics over observations

4.6 Using global macros to set up your environment

4.7 List manipulation with extended macro functions

4.8 Using creturn values to document your work

5 Do-file programming: Validation, results, and data
management

5.1 Introduction

5.1.1 What you should learn from this chapter

5.2 Data validation: The assert, count, and duplicates commands

5.3 Reusing computed results: The return and ereturn commands

5.3.1 The ereturn list command

5.4 Storing, saving, and using estimated results

5.4.1 Generating publication-quality tables from stored estimates

5.5 Reorganizing datasets with the reshape command

5.6 Combining datasets

5.7 Combining datasets with the append command

5.8 Combining datasets with the merge command

5.8.1 The one-to-one match-merge

5.8.2 The dangers of many-to-many merges

5.9 Other data management commands

5.9.1 The fillin command

5.9.2 The cross command

5.9.3 The stack command

5.9.4 The separate command

5.9.5 The joinby command

5.9.6 The xpose command

6 Cookbook: Do-file programming II

6.1 Efficiently defining group characteristics and subsets

6.1.1 Using a complicated criterion to select a subset of observations

6.2 Applying reshape repeatedly

6.3 Handling time-series data effectively

6.3.1 Working with a business-daily calendar

6.4 reshape to perform rowwise computation

6.5 Adding computed statistics to presentation-quality tables

6.6 Presenting marginal effects rather than coefficients

6.6.1 Graphing marginal effects with marginsplot

6.7 Generating time-series data at a lower frequency

6.8 Using suest and gsem to compare estimates from nonoverlapping samples

6.9 Using reshape to produce forecasts from a VAR or VECM

6.10 Working with IRF files

7 Do-file programming: Prefixes, loops, and lists

7.1 Introduction

7.1.1 What you should learn from this chapter

7.2 Prefix commands

7.2.1 The by prefix

7.2.2 The statsby prefix

7.2.3 The xi prefix and factor-variable notation

7.2.4 The rolling prefix

7.2.5 The simulate and permute prefixes

7.2.6 The bootstrap and jackknife prefixes

7.2.7 Other prefix commands

7.3 The forvalues and foreach commands

8 Cookbook: Do-file programming III

8.1 Handling parallel lists

8.2 Calculating moving-window summary statistics

8.2.1 Producing summary statistics with rolling and merge

8.2.2 Calculating moving-window correlations

8.3 Computing monthly statistics from daily data

8.4 Requiring at least n observations per panel unit

8.5 Counting the number of distinct values per individual

8.6 Importing multiple spreadsheet pages

9 Do-file programming: Other topics

9.1 Introduction

9.1.1 What you should learn from this chapter

9.2 Storing results in Stata matrices

9.3 The post and postfile commands

9.4 Output: The export delimited, outfile, and file commands

9.5 Automating estimation output

9.6 Automating graphics

9.7 Characteristics

10 Cookbook: Do-file programming IV

10.1 Computing firm-level correlations with multiple indices

10.2 Computing marginal effects for graphical presentation

10.3 Automating the production of LATEX tables

10.4 Extracting data from graph files’ sersets

10.5 Constructing continuous price and returns series

11 Ado-file programming

11.1 Introduction

11.1.1 What you should learn from this chapter

11.2 The structure of a Stata program

11.3 The program statement

11.4 The syntax and return statements

11.5 Implementing program options

11.6 Including a subset of observations

11.7 Generalizing the command to handle multiple variables

11.8 Making commands byable

11.9 Documenting your program

11.10 egen function programs

11.11 Writing an e-class program

11.11.1 Defining subprograms

11.12 Certifying your program

11.13 Programs for ml, nl, nlsur

Maximum likelihood estimation of distributions' parameters

11.13.1 Writing an ml-based command

11.13.2 Programs for the nl and nlsur commands

11.14 Programs for gmm

11.15 Programs for the simulate, bootstrap, and jackknife prefixes

11.16 Guidelines for Stata ado-file programming style

11.16.1 Presentation

11.16.2 Helpful Stata features

11.16.3 Respect for datasets

11.16.4 Speed and efficiency

11.16.5 Reminders

11.16.6 Style in the large

11.16.7 Use the best tools

12 Cookbook: Ado-file programming

12.1 Retrieving results from rolling

12.2 Generalization of egen function pct9010() to support all pairs of quantiles

12.3 Constructing a certification script

12.4 Using the ml command to estimate means and variances

12.4.1 Applying equality constraints in ml estimation

12.5 Applying inequality constraints in ml estimation

12.6 Generating a dataset containing the longest spell

12.7 Using suest on a fixed-effects model

13 Mata functions for do-file and ado-file programming

13.1 Mata: First principles

13.1.1 What you should learn from this chapter

13.2 Mata fundamentals

13.2.1 Operators

13.2.2 Relational and logical operators

13.2.3 Subscripts

13.2.4 Populating matrix elements

13.2.5 Mata loop commands

13.2.6 Conditional statements

13.3 Mata's st_ interface functions

13.3.1 Data access

13.3.2 Access to locals, globals, scalars, and matrices

13.3.3 Access to Stata variables' attributes

13.4 Calling Mata with a single command line

13.5 Components of a Mata Function

13.5.1 Arguments

13.5.2 Variables

13.5.3 Stored results

13.6 Calling Mata functions

13.7 Example: st_interface function usage

13.8 Example: Matrix operations

13.8.1 Extending the command

13.9 Mata-based likelihood function evaluators

13.10 Creating arrays of temporary objects with pointers

13.11 Structures

13.12 Additional Mata features

13.12.1 Macros in Mata functions

13.12.2 Associative arrays in Mata functions

13.12.3 Compiling Mata functions

13.12.4 Building and maintaining an object library

13.12.5 A useful collection of Mata routines

14 Cookbook: Mata function programming

14.1 Reversing the rows or columns of a Stata matrix

14.2 Shuffling the elements of a string variable

14.3 Firm-level correlations with multiple indices with Mata

14.4 Passing a function to a Mata function

14.5 Using subviews in Mata

14.6 Storing and retrieving country-level data with Mata structures

14.7 Locating nearest neighbors with Mata

14.8 Using a permutation vector to reorder results

14.9 Producing LATEX tables from svy results

14.10 Computing marginal effects for quantile regression

14.11 Computing the seemingly unrelated regression estimator

14.12 A GMM-CUE estimator using Mata's optimize() function

References