There seems to be scope for simplifying the code here. For example,
in your calling program -scolfirm- is a local macro containing a number.
You could just pass that to your Mata function as a real scalar. The
same goes for some other arguments.
Also, you do the double conversion
strtoreal(st_local("scolFirm"))
twice, which is not necessary.
On a different point, there are so many wired-in constants here that it
is difficult to see any gain over a few lines of a do-file. Perhaps you
are working gradually towards a more general program.
Here is a revised (and untested) version.
program ProduceResults
version 10.1
mata: OutputFn("eofb","sFirmModelResults", `1', `2', `3')
end
version 10.1
mata:
void OutputFn(eofb,sFirmModelResults, real scalar Begin, real scalar
End, real scalar Firm)
{
printf("Results for Event Period beginning with trading day
%4.0f and
ending at day %4.0f.\n", Begin, End)
FirmModelVar = st_matrixcolstripe("e(b)")[.,2]
printf("Average Firm Adjusted R Square %12.4f\n",
st_matrix(sFirmModelResults)[1,Firm])
printf("\n")
printf("{txt}Average Firm Model{c |} Coef SampSE
t-stat p-val\n")
printf("{hline 18}{c +}{hline 52}\n")
for (mi=1; mi<= Firm-1; mi++) {
printf("{txt} %13s {c |}", FirmModelVar[mi])
for (mj=1; mj <=4; mj++) {
printf("{res}
%9.4f",st_matrix(sFirmModelResults)[mj,mi])
}
printf("\n")
}
}
end
Nick
[email protected]
Thomas Jacobs
Well call me pig-headed but I just could not let go of this until I
figured out how to get it working. In the end it required either
converting mata values(matrices) to stata locals(matrices) so they
could be passed to the mata function. I post it here not just for
posterity but for anyone else trying to pass a stata matrix to a mata
function within an ado file. Hopefully it will save someone the many
hours I spent trying to get it to work. Both eofb and
sFirmModelResults are stata matrices. The latter was created from a
mata matrix FirmModelResults using
st_replacematrix("sFirmModelResults",FirmModelResults)
and the ado follows:
program ProduceResults
version 10.1
local EventBeginDay "`1'"
local EventEndDay "`2'"
local scolFirm "`3'"
mata: OutputFn("eofb","sFirmModelResults")
end
version 10.1
mata:
void OutputFn(eofb,sFirmModelResults)
{
printf("Results for Event Period beginning with trading day
%4.0f and
ending at day %4.0f.\n",
strtoreal(st_local("EventBeginDay")),
strtoreal(st_local("EventEndDay")))
colFirm = strtoreal(st_local("scolFirm"))
FirmModelVar = st_matrixcolstripe("e(b)")[.,2]
printf("Average Firm Adjusted R Square %12.4f\n",
st_matrix(sFirmModelResults)[1,strtoreal(st_local("scolFirm"))])
printf("\n")
printf("{txt}Average Firm Model{c |} Coef SampSE
t-stat p-val\n")
printf("{hline 18}{c +}{hline 52}\n")
for (mi=1; mi<= colFirm-1; mi++) {
printf("{txt} %13s {c |}", FirmModelVar[mi])
for (mj=1; mj <=4; mj++) {
printf("{res}
%9.4f",st_matrix(sFirmModelResults)[mj,mi])
}
printf("\n")
}
}
end
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