If you are interested in my Stata ado programs, check out my library at https://lib.coauthors.net/svn/. If you know what Subversion is, you can just
svn co https://lib.coauthors.net/svn/
Programs
My Stata ado library
gridgmm.ado
Minimizes a quadratic function of moments on a grid of parameters.
plotter.ado
This .ado program creates a line plot of local medians. It breaks the variable `x' into `bins' number of quantiles and calculates the median of variable `y' for each quantile, plotting these medians in a line plot of `y' against `x'. Useful to visualize scatterplots with many observations, potential nonlinearities, and outliers. The scatterplot itself may be included (`scatter' option).
It can create separate graphs for categories indicated by the quantiles of the optional variable `z', or, by values of `z' if `z' is a categorical variable (`categ' option). The graphs can be separate (default) or overlaid on one graph (`overlay'). The use of an `if' clause is allowed.

