You can
cap mata : mata drop whatever()
Not that this is a terribly elegant solution but it does work. You can
also start your program with -mata clear-.
On 12/10/08, Carl Nelson <[email protected]> wrote:
> I am trying to bootstrap a gmm estimator with generated explanatory variables defined by the following mata function
> mata:
> mata set matastrict on
> void gmmrsk(string scalar yname, string scalar hname, string scalar xname)
> {
> real colvector y, r, coeff, c1, c2, c
> real matrix h, x, b11, b12, b21, b22, b
> real scalar samvar, lambda
>
> y = st_data(.,yname)
> h = st_data(.,tokens(hname))
> x = st_data(., tokens(xname))
> r = h[.,1] \ h[.,2]
> samvar = variance(r)
> lambda = 0.526/samvar
>
> // construct matrices for parameter estimation
> // pieces are constructed and put together
> // coefficient estimated
> b11 = h'h
> b12 = x'x
> b21 = lambda*(x'h)
> b22 = x'x
> c1 = h'y
> c2 = x'y
> c = c1 \ c2
> b = (b11 , b12) \ (b21, b22)
> coeff = luinv(b)*c
>
> // return coefficient to stata to bootstrap standard errors
> st_numscalar("b1",coeff[1,1])
> st_numscalar("b2",coeff[2,1])
> st_numscalar("b3",coeff[3,1])
> st_numscalar("b4",coeff[4,1])
>
> }
> end
>
> When it runs I get the error gmmrsk() already exists r(3000).
> With stata programs I know you avoid this with the capture program drop prefix.
> Is there an analogous mata prefix or am I doing something else wrong?
> Thanks.
>
> Carl Nelson
>
> *
> * For searches and help try:
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> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
--
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
*
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