Code is provided in .zip files that include the .ado files, the .hlp files, and examples
illustrating use of the code.
- Routines to Maximize a Function (maxado.zip)
- The Nelder-Mead simplex algorithm
- quasi-Newton gradient method using numerical gradients
with the BFGS or BHHH hessian updates.
- Interactive Statistics/Econometrics tutorials (tutorado.zip)
- A set of Stata .ado files for interactive tutorials.
- A set of 7 tutorials (week1,2,3,4,5,7,8) on basic statistics,
regression, and multiple regression.
- Comma-delimited Estimate Printing (estprt.zip)
Prints out a table of estimates, standard errors, and other results in
comma-delimited format for importing into spreadsheets.
- The GHK algorithm (ghkint.zip)
- A function that computes probability of rectangular regions of
multidimensional normal variates using the GHK smooth simulator.
- This is a low level routine.
- Help file incomplete, but does show how to use ghkint for large
scale single index models.
If you have questions or problems with the code, send mail to