Ich bin ein Über-Geek

December 18, 2012

One popular statistical software package in academia is Stata. CGD has always used it, and thus so have I. As my colleague Mead Over pointed out, Stata's business model is an interesting mix of private and public goods provision. The private corporation profits by cultivating a public free-software community on top of its core product. Stata sells you the main program, which includes commands to perform all sorts of analyses. People outside the company write add-on commands and share their code freely, all in return for...the satisfaction and prestige of seeing others use their work.Stata has worked over the years to reward such sharing. One step was the founding of the Stata Journal (and before that the Stata Technical Bulletin) to give academics a venue to leverage their coding labors into career-boosting publications. A more recent step was the institution of an annual award for the best contributions to that journal in the previous three years. The first award was announced today. The recipient is: me.

The prize is awarded to David Roodman specifically for two outstanding papers in this journal:
  • How to do xtabond2: An introduction to difference and system GMM in Stata (Roodman 2009b)
  • Fitting fully observed recursive mixed-process models with cmp (Roodman 2011)
The titles alone are exciting I know! Ungated CGD versions here and here. My two papers were fortuitously timed for the period of this first award.
Born in Indianapolis, Indiana, in 1968, he grew up in Hanover, New Hampshire, and Binghamton, New York. Roodman’s formal education ended in 1990 with a Bachelor’s degree in theoretical mathematics from Harvard College. After years at the Worldwatch Institute and on a Fulbright in Vietnam, he arrived at CGD in 2002 knowing little about econometrics. He discovered that a great way to learn econometrics is to code it. His contributions to the Stata community since then were motivated by a desire to replicate and scrutinize complex, influential studies in development economics, which led him to write xtabond2, cmp, and other packages; and motivated by a pedagogic bent, which led him to document the packages and their mathematics in the Stata Journal.
I am humbled and happy about the award.I wrote the first program as part of my appraisal of the literature on whether foreign aid causes economic growth. (See the technical Anarchy of Numbers and this non-technical guide for the perplexed.) At the encouragement of David Drukker of StataCorp, I then wrote my paper about the program.As I blogged in 2009, the second paper documents a program I wrote in order to replicate the Pitt & Khandker study of the impact of microcredit in Bangladesh. It's the most beautiful program I've written. Philosophers argue about whether mathematical ideas are discovered or invented. The concept of this program, cmp, is so elegant that I feel like it was there waiting to be discovered.I echo the end of the award announcement:
As editors, we are indebted to...a necessarily anonymous nominator for a singularly lucid and detailed précis of Roodman’s work.
I've followed an unusual track at CGD, teaching myself econometrics by coding it, doing so primarily in order to be an annoyingly demanding consumer of econometrics, trying to decide which studies to believe, abrading some people along the way. I feel fortunate to have had the opportunity to grow and contribute in this way, to realize my peculiar latent potential. But especially in the early years, I also felt bashful about this strange path---real economists are trained to produce research not just be annoying consumers of it---even as I felt compelled to cut that path. The validation is appreciated.Of course, writing cool code is not the same as improving lives, which is CGD's reason for being. I only hope that the tools I have made, through their use in the hands of others, have in some small way advanced social science, especially as it relates to helping the world's poor.


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