From Stata to aML

Abstract

In this article, I explain how to exploit Stata to run multilevel multiprocess regressions with applied maximum likelihood (aML). I show how a single do-file can prepare the dataset, write the control files, input the starting values, and run the regressions without the need to manually open the aML's Command Prompt window. If desired, results can be brought back to Stata for postestimation. I also provide an example that illustrates how well Stata and aML work together.