This isn't quite true, in the pedantic sense that you don't have to use
the colon (elementwise) operator.
webuse sysdsn1, clear
mlogit insure age male nonwhite i.site
mata: sqrt(diagonal(st_matrix("e(V)")))
will do the same thing.
Using Mata's -sqrt()- function may seem no different from using a power
function and specifying 0.5 as the power.
However, in most languages I know a bit about, using a square root
function is at least a smidgen more direct and more efficient when
that's what you want. Typically, there is no homunculus inside the
powering code and saying "Oh, you really want a square root" and
redirecting traffic accordingly.
Nick
[email protected]
Martin Weiss
Note you have to use the colon for elementwise taking of the square
root:
*************
webuse sysdsn1, clear
mlogit insure age male nonwhite i.site
mata
V=st_matrix("e(V)")
se = diagonal(V):^0.5
se
end
*************
Skipper Seabold
I am trying to get used to Stata's mata environment. I am somewhat
familiar with Stata but as far as the matrix operations am more
familiar with environments like R, Matlab, or Python, and am having
some trouble using Stata in the same way, though I understand that
mata is C-like.
For instance, say I want to do something like have a vector of the
standard errors that I can access element-wise. Is there a quick way
to go between stata and mata to do this. Given the following example,
webuse sysdsn1
mlogit insure age male nonwhite i.site
Is there a quick way to get e(V) into a matrix so that I can do
element-wise operations like taking the square root of the diagonal?
I was thinking that I could just assign e(V) to a matrix, then take a
view on this in mata, but this doesn't seem to be the way that Stata
works. Alternatively, I think I could save e(V) to a datset and load
it so that V is the dataset and use st_data or st_view, or I could
just program the whole estimator in mata, but this all seems like
overkill for something that's seems so natural in other environments.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
