st: re: matrix manipulation

[Kit Baum <baum@bc.edu>]

< >
As Austin notes, this can be done as a function. He points out the way  
to avoid a loop to zap the diagonal. I would rather do it as a Mata  
function than an inline call. Both work, but the inline call IMHO  
leads to write-only code. The function approach is attractive in that  
you can readily clone the function and tweak it when you have  
something a bit different (and perhaps more complicated) to achieve.

In any case, whether done as Mata function or in-line call, using Mata  
for this purpose beats the old Stata matrix language seven ways from  
Sunday.

-------------
mata: mata clear
mata:
void underbar(string scalar mat, real scalar thresh)
{
	real scalar i
	i = rows(st_matrix(mat))
	st_matrix("B", (st_matrix(mat) :< thresh) :/ st_matrix(mat) :* (J(i,i, 
1) - I(i)) )
}
end

sysuse auto,clear
qui reg price trunk weight length turn
mat list e(V)
mata: underbar("e(V)", 10)
mat list B
---------------


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


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