st: Re: R and Stata efficiency

[Kit Baum <baum@bc.edu>]

But as R is a matrix language, the relevant comparison is with Mata,  
not with Stata. Stata's matrix language is cumbersome (relative to  
Mata) and much less flexible, as noted, than Mata. You can do exactly  
the sort of thing you describe below (including element-by-element  
computations) in Mata.

Also see Ben Jann's excellent -moremata- suite of additional Mata  
functions (ssc desc moremata).

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


On Jul 11, 2007, at 2:33 AM, David wrote:


> > One other issue is that the result of a command (sic in Stata)
> > cannot be used directly as the argument of another commmand.  In R,
> > I can do something like
> >
> > dhdbeta = A %*% diag(exp(aacoef))
> >
> > in which, exp() gives the exponential values of the elements in
> > aacoef, then diag() makes a matrix with the diagonal being those
> > exponential values, then the matrix is multiplied on the left by
> > another matrix A. The exp() and diag() are calculated on the fly
> > and discarded afterwards. Their values are not used elsewhere and
> > thus there is no need to save them explicitly just for the next
> > step.  While in Stata, I have save them.
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