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Re: st: How to return regression results from a complex column vector in mata back to stata


From   Christophe Kolodziejczyk <[email protected]>
To   [email protected]
Subject   Re: st: How to return regression results from a complex column vector in mata back to stata
Date   Wed, 3 Aug 2011 10:19:23 +0200

I've been a bit too quick in reading mm_smatlist()'s help. And you're
right it works only for real matrices. But you could get some
inspiration from _mm_matlist source code to do the same with complex
matrices.
Austin's suggestion is probably the closest to what you want to
achieve. I don't think there is a loss of efficiency sending output
back and forth from Mata/Stata, especially if the number of times is
limited.
Another solution, a bit old-fashionned, could be to print your results
in a file directly from Mata.

2011/8/2 Ben Smythe <[email protected]>:
> Hi Christophe,
>
> thanks for your answer. Unfortunately mm_smatlist() also requires real
> matrices/vectors. My preferred solution would be to have the results
> column vector in Stata again but if there is no way of doing this with
> complex vectors/matrices I guess mata will have to do.
> Hopefully some of the mata-wizzards are reading this, but thanks again!
>
> Best,
>
> Ben
>
>
> On Tue, Aug 2, 2011 at 6:18 PM, Christophe Kolodziejczyk
> <[email protected]> wrote:
>> Have your tried mm_smatlist() from the moremata package? I have not
>> tried, but maybe it is possible to display complex values with it (the
>> function is for string matrices)
>> Christophe
>>
>> 2011/8/2 Ben Smythe <[email protected]>:
>>> Dear statalisters,
>>>
>>> currently I am modifying a liml-like estimator in mata. In one of the
>>> final steps this involves multiplication with a complex scalar (not
>>> symmetric, but has real eigenvalues) which finally causes the
>>> estimation results to be a complex column vector. Thus
>>> st_matrix("name", mat) will not work as it cannot be used with strings
>>> or complex numbers and returns the error message: 3253  nonreal found
>>> where real required
>>> Now I have tried to use locals or macros to move the results from mata
>>> to stata and I tried to create a new variable to store the results
>>> using st_store, though this didn't work either.
>>>
>>> Essentially what I would like to do in the end is to display the
>>> column vector of results (with it's standard errors (V), t-statistics
>>> and confidence intervalls) nicely in the fashion of: ereturn post b V
>>> I can see the results in mata by typing the name of the results-column
>>> vector, though it would be nicer to go back to stata and have the
>>> usual regression output table. If anyone knows a solution to this it
>>> would be fantastic.
>>>
>>> Best,
>>>
>>> Ben
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