I have an unusual estimator that doesn’t seem to be available in Stata. Do I have to program it myself?
Stata programmers and other parties are frequently updating old programs and creating new ones. Between updates you can find these on the Stata website http://www.stata.com/support/faqs/. If you require the update, ask a Statlab consultant to arrange for the update to be downloaded for you. Another option is to sign up to the stata listserve (http://www.stata.com/support/statalist/) and post a request for a program. The listserve is read by both Stata programmers and avid Stata users and so can be an excellent source of information; however, please use this resource respectfully and ask only questions not covered in the manuals or on the website. A third option is to search the web and or university sites.