This presentation explains how to exploit Stata to run multilevel multiprocess regressions with aML (software downloadable for free from applied-ml.com). 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. In this sense, Stata helps to avoid the difficulties of running complicated regressions with aML by automatically generating the necessary files, which avoids typos and easily allows changes in model specification. The paper contains an example of how well Stata and aML work together.
