Hi everyone,

I have just recently uploaded a neural network module for Stata.

brain.ado is neural network application to provide some remedy for the distinct lack of such methods for Stata.

It is a no frills implementation of a backpropagation algorithm in Mata designed for a hassle free setup of multi-layered neural networks. After training the whole network can be saved/loaded using so called brain-files (default postfix .brn). The network is represented by a set of reserved matrices to provide transparent access to all components and to support older Stata versions. Additional functions facilitate the calculation of pseudo-marginal effects or signal through-put, but the main utility is of course prediction, i.e. for propensity scores or classification.

You can install it with:

ssc install brain

Cheers,
Thorsten