On Oct 20, 2004, at 2:33, Stephen wrote:
2. Does a procedure/process or method exist that can easily or with
not
much difficulty convert Gauss code to Stata? If someone can point me
in the
right direction, I will gladly create the Stata module and share.
GAUSS, like MATLAB, Octave and Ox, is a matrix language. Although Stata
contains a matrix programming language, it is often not very handy to
use it in the same way that one can in the true matrix languages due to
the size constraint. On the other hand, to work in a true matrix
language, you always have to do the housekeeping, recalling which
column is which variable, etc. Stata uniquely makes that easy by
labelling rows and columns (e.g. of e(V)). But given that matrix
languages and procedural programming languages are quite different
beasts, there is not (and IMHO not likely to be) a very straightforward
way of doing that translation, any more than one can locate a
COBOL-to-Java translator.
On the other hand there are various ways to skin the cat. Since
Intercooled Stata cannot cope with more than 800 rows or columns in a
matrix, straightforward translation often fails (or only works for
Stata/SE)--although ingenious tricks like 'matrix accum' obviate the
need for many matrix operations that would involve matrices which are
too large. A return to earlier implementations, where possible, is one
way out. The MATLAB implementation of the Hodrick-Prescott filter
naturally uses matrices, and will fail for T>800. But I have just
translated Ed Prescott's original FORTRAN code line for line into
Stata. SInce FORTRAN does not have matrix operators, it is
straightforward to represent the FORTRAN arrays as Stata variables,
which means this version of the code will work for any T (It is surely
not very fast, but it is faster than 'tabi' or many operations with
'gllamm'). My RA is validating its results vs. MATLAB, and when that is
done I will put it up on SSC (hopefully ending the many threads on this
list about 'why doesn't hpfilter work?!?) So if you can find FORTRAN
or C code for an econometric procedure, you can translate it into
Stata, just about line for line.
Kit Baum, Boston College Economics [email protected]
http://ideas.repec.org/e/pba1.html
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