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Using Mata to work more effectively in Stata Christopher F Baum Boston College and DIW Berlin UKSUG 14 th Meetings, London, September 2008 Christopher F Baum (BC & DIW Berlin) Using Mata in Stata UKSUG2008 1 / 59 Introduction Since the release of version 9, Stata contains a full-fledged matrix programming language, Mata, with most of the capabilities of MATLAB, R, Ox or GAUSS. You can use Mata interactively, or you can develop Mata functions to be called from Stata. In this talk, we empha
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  Using Mata to work more effectively in Stata Christopher F Baum Boston College and DIW Berlin UKSUG 14 th  Meetings, London, September 2008 Christopher F Baum (BC & DIW Berlin) Using Mata in Stata UKSUG2008 1 / 59  Introduction Since the release of version 9, Stata contains a full-fledged matrixprogramming language,  Mata  , with most of the capabilities of  MATLAB , R ,  Ox  or  GAUSS . You can use Mata interactively, or you can developMata functions to be called from Stata. In this talk, we emphasize thelatter use of Mata.Mata functions may be particularly useful where the algorithm you wishto implement already exists in matrix-language form. It is quitestraightforward to translate the logic of other matrix languages intoMata: much more so than converting it into Stata’s matrix language.A large library of mathematical and matrix functions is provided inMata, including optimization routines, equation solvers,decompositions, eigensystem routines and probability densityfunctions (enhanced in version 10.1). Mata functions can accessStata’s variables and can work with virtual matrices ( views  ) of a subsetof the data in memory. Mata also supports file input/output. Christopher F Baum (BC & DIW Berlin) Using Mata in Stata UKSUG2008 2 / 59  Introduction Since the release of version 9, Stata contains a full-fledged matrixprogramming language,  Mata  , with most of the capabilities of  MATLAB , R ,  Ox  or  GAUSS . You can use Mata interactively, or you can developMata functions to be called from Stata. In this talk, we emphasize thelatter use of Mata.Mata functions may be particularly useful where the algorithm you wishto implement already exists in matrix-language form. It is quitestraightforward to translate the logic of other matrix languages intoMata: much more so than converting it into Stata’s matrix language.A large library of mathematical and matrix functions is provided inMata, including optimization routines, equation solvers,decompositions, eigensystem routines and probability densityfunctions (enhanced in version 10.1). Mata functions can accessStata’s variables and can work with virtual matrices ( views  ) of a subsetof the data in memory. Mata also supports file input/output. Christopher F Baum (BC & DIW Berlin) Using Mata in Stata UKSUG2008 2 / 59  Introduction Since the release of version 9, Stata contains a full-fledged matrixprogramming language,  Mata  , with most of the capabilities of  MATLAB , R ,  Ox  or  GAUSS . You can use Mata interactively, or you can developMata functions to be called from Stata. In this talk, we emphasize thelatter use of Mata.Mata functions may be particularly useful where the algorithm you wishto implement already exists in matrix-language form. It is quitestraightforward to translate the logic of other matrix languages intoMata: much more so than converting it into Stata’s matrix language.A large library of mathematical and matrix functions is provided inMata, including optimization routines, equation solvers,decompositions, eigensystem routines and probability densityfunctions (enhanced in version 10.1). Mata functions can accessStata’s variables and can work with virtual matrices ( views  ) of a subsetof the data in memory. Mata also supports file input/output. Christopher F Baum (BC & DIW Berlin) Using Mata in Stata UKSUG2008 2 / 59
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