st: Re: extract rows from panel dataset

[Kit Baum <baum@bc.edu>]

Tom,

You can get such a matrix after running my foo2 routine, by just  
specifying mkmat with a list of variables with an  "if sampl1"  
condition. But if you really want to write an estimation routine that  
will work reliably (even if, e.g., there are more than 800 obs. in  
what the user has specified) then you had better figure out how to do  
it with Mata. Have a look at the source code for hprescott.ado on SSC  
-- it doesn't estimate parameters, but it deals with the notion of  
moving a subset of the data in memory into a matrix.

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


On Sep 11, 2006, at 2:33 AM, statalist-digest wrote:


> Hi Kit Baum and Scott,
>
> thanks (again) for your input, this helps me a lot to understand stata
> programming better. In my case the utility I am trying to write is in
> fact just a preperation command to extract the right matrices from the
> panel dataset. Every matrix corresponds to different groups of units
> and different time periods. Your code suggestions provides a great
> help for this preparation tool.
>
> I need these matrices in a second step to implement my estimator etc.
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