Thanks Kit, for all of your help. I now have several more elegant
implementations to make in the program when I combine this with
optimize. I finally got my klugey load data into stata, st_data
everything into mata, perform my calculations in mata and make a giant
matrix in mata, write this to a file, clear stata and insheet the big
file into stata to work but the process is somewhat offensive. The
speed of mata is really impressive, though. Thanks again.
Sincerely,
Tom
On 10/16/07, Kit Baum <[email protected]> wrote:
> Thomas says
> I am trying to decipher the manuals for mata to do something that I
> imagine is pretty simple, returning my results from mata to (ideally)
> matching observations for my starting data in Stata. I basically use
> the st_data command to move my stata based observations into a mata
> matrix as follows:
>
> I = st_data(., "var 1", "var2", etc.)
>
> I now have a mata based matrix, I, that has all of my data including
> identification data such as company number and trading day.
>
> I next use the information variables to produce some new values and
> let us assume I create a new matrix in mata called results that has
> the following form
>
> Results = (Company Number, Trade Day, Result 1, Result 2, etc.)
>
> where the rows are different observations.
>
> Back in Stata I have variables such as
>
> Company Number, Trade Day, Input Data1, Input Data 2, etc.
>
> My goal is to append the mata based information into new stata
> variables with matching observations that would appear as follows:
>
> Company Number, Trade Day, Input Data 1, ...Input Data n, Result 1,
> ...Result n, etc.
>
> I have struggled in vain to decipher the mata manual for commands such
> as creating new stata variables from mata (st_addvar), adding
> observations (st_addobs), and modifying or moving values (st_store)
> but have had zero luck in getting anything to work. At this point I
> am thinking I may simply need to write an output file from mata, close
> mata and insheet the output file into stata to append to the dataset
> there.
>
> Can anyone provide any thoughts or suggestions on how to proceed?
>
>
>
>
> As I have said in prior posts and in examples (such as that contained
> in App B, IMEUS) I find the easiest thing to do is to avoid all of
> this st_addvar stuff. My way around it:
>
> (1) Create the set of new variables _in Stata_ with missing values.
> (2) Pass their varlist to Mata, and create a view on them. If only
> certain observations of the 'other' variables (those with which you
> have created st_data from) are usable in the computations, and you
> have flagged that with touse, use the same touse to create the view
> (essential to get them to line up).
>
> (3) Fill in the view, call it Z, with
>
> Z[.,.] = result of computations
>
> and your Stata variables are updated. It is _essential_ that you say Z
> [.,.] = and not Z =. The version 10 manual more prominently mentions
> this issue.
>
> Much easier than creating variables, naming them, etc. with the Mata
> functions IMHO.
>
> For an example. ssc desc hprescott and viewsource hprescott.ado.
>
> Kit
>
>
> 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
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
--
Thomas Jacobs
*
* For searches and help try:
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