Dear Bill,
Thanks so much! That was VERY helpful in understanding how to use the
Mata-Stata interface commands I had struggled with. While I already
coded the long re-import into Stata, either of your approaches would
be much prettier and more efficient! Thanks again.
Sincerely,
Tom
On 10/17/07, William Gould, StataCorp LP <[email protected]> wrote:
> Thomas Jacobs <[email protected]> is using Mata to add new variables
> to his dataset and having difficulty doing it. Thomas writes
> that in Stata, he has variables
>
> Company Number, Trade Day, Input Data1, Input Data 2, etc.
>
> and that he has no difficulty accessing that data in Stata, which he
> does by coding
>
> I = st_data(., "var1", "var2", etc.)
>
> He also has no difficulty producing the new variables he wants and ends
> up with a new matrix in Mata of the form
>
> Results = (Company Number, Trade Day, Result 1, Result 2, etc.)
>
> where the rows are the observations.
>
> Thomas' difficulty is getting Results back into new Stata variables, and
> he writes,
>
> > 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.
>
> Writing the data to disk and and merging the results back into the
> Stata dataset is certainly one way to proceed, but it will be more
> work than just doing what Thomas originally set out to do: copy the
> values from Mata matrix Results back into the Stata dataset.
>
> I'll show how, but first I am going to make some assumptions:
>
> 1. Thomas didn't say whether the number of observations in the
> Stata dataset are the same as the number of rows in Results,
> but what he wrote implied it.
>
> 2. Thomas didn't say whether the results in the Stata dataset
> and the results in Results are in the same order, but I will
> assume that they are.
>
> To fix ideas, I will assume that
>
> Results = (Company_Number, Trade_Day, Result1, Result2, Result3)
>
> I will also assume that Company_Number and Trade_day are in the original
> dataset. The problem is to add new variables Result1, Result2, and Result3.
>
>
> I'll give two solutions.
>
>
> Solution 1: Stata/Mata approach
> -------------------------------
>
> At the outset, in Stata, create the three new variables to hold
> the results:
>
> . gen Result1 = .
> . gen Result2 = .
> . gen Result3 = .
>
> Now, back in Mata, after calculations of mata matrix Results, code,
>
> : st_store(., ("Result1", "Result2", "Result3"),
> Results[|1,3 \ .,.|] )
>
> Explanation: Matrix Results is N x 5, but the first two variables
> (columns) in the matrix already appear in the data, simply want
> to add 3, 4, and 5 to the Stata dataset.
>
> There are lots of other ways I could have coded st_store(). Among them:
>
> : st_store(., "Result1", Results[3,.])
> : st_store(., "Result2", Results[4,.])
> : st_store(., "Result3", Results[5,.])
>
> or
>
> : st_store(., ("Result1", "Result2", "Result3"),
> Results[(., (3,4,5)] )
>
> The way I chose, storing Results[|1,3 \ .,.|], says to pull the
> submatrix of Results from top-left 1,3 to bottom right number of
> rows and number of columns.
>
>
> Solution 2: Pure approach
> -------------------------
>
> The final line of this approach is going to be
>
> : st_store(., ("Result1", "Result2", "Result3"),
> Results[|1,3 \ .,.|] )
>
> just as it was in Solution 1. The difference is that, rather than
> create the variables in Stata,
>
> . gen Result1 = .
> . gen Result2 = .
> . gen Result3 = .
>
> I'm going to create them in Mata:
>
> : st_addvar("float", ("Result1", "Result2", "Result3"))
>
> When I do that, the result will look like this:
>
> : st_addvar("float", ("Result1", "Result2", "Result3"))
> 1 2 3
> +-------------+
> 1 | 3 4 5 |
> +-------------+
>
> That's just st_addvar() returning the vector (3,4,5) saying those
> are the indices of the new variables created. Actually, rather than
> coding
>
> : st_addvar("float", ("Result1", "Result2", "Result3"))
> : st_store(., ("Result1", "Result2", "Result3"),
> Results[|1,3 \ .,.|] )
>
> I could code
>
> : newvars = st_addvar("float", ("Result1", "Result2", "Result3"))
> : st_store(., newvars, Results[|1,3 \ .,.|] )
>
> The second argument of st_store() specifies the Stata variables to
> receive the results. That can be specified as a vector of names,
> or a vector of variable numbers.
>
> -- Bill
> [email protected]
> *
> * 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:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
