Installing User Written Programs to Stata-A Brief Explanation

Today, I would like to explain how to install user written programs to Stata. Generally, if you know the program that you want to install the usual way is to write the command “findit program name” to the Stata command window. This command searches Stata’s help files, web site and UCLA’s large statistics web site. You can easily install the program to your computer by clicking the relevant bacode.

However, there are some programs such as PVAR that you cannot use this method to install the programs to your computer. Yet, installing these programs is as easy as using the “findit” command. For instance, let’s suppose that you want to use PVAR program in one of your researches. PVAR program is written by Inesa Love and it enables you to estimate a Panel VAR Model. Love’s program was employed in I. Love and L. Zicchino, “Financial Development and Dynamic Investment Behavior: Evidence from Panel VAR”, The Quarterly Review of Economics and Finance, Volume:46, Issue:2, 2006, pp.190-210. You can access the program by using internet and if you want to use this program I. Love asks that you acknowledge the use of the program on the front page and by citing her paper mentioned above. After finding the program files and installing them to your computer, you will see helm.ado, helm.hlp, pvar.ado, pvar.hlp and sgmm.ado files in the zip file. The only thing that you should do is to copy every item and then paste them into the Stata’s ado files. Some researchers may have difficulties to find the directory of Stata’s ado files. Generally, these files are in your computer’s program files. So, go to computer-hard disk c or d-program files and find Stata. Open this file and you will see the ado file. Open ado file and paste the program into the relevant file. In the ado file you will see files which are called by letters such as a, b and c. So, for example if you copy pvar.ado, you should paste this file into the file called as p. After pasting all of the programs into the relevant files you will be able to estimate your model by using Stata.

Hope this brief note helps all of researchers who have difficulties in installing programs into their computers…


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