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RE: st: Need help on using external global in st_view to avoid recompiling in Mata
From
<[email protected]>
To
<[email protected]>
Subject
RE: st: Need help on using external global in st_view to avoid recompiling in Mata
Date
Fri, 30 Mar 2012 13:25:03 -0400
Hello Nick,
Many thanks for taking the time to look at my problem.
I have to admit, however, that I am not sure to fully understand what you suggest (sorry).
I am slowly changing the way I do things to address problem in Mata, but it's
not always easy as old (and sometime bad) programming habits are deeply rooted
in me ;o)
For example, I use to write:
st_view(h_0=.,.,("h0"))
st_view(h_20=.,.,("h20"))
st_view(h_40=.,.,("h40"))
st_view(y_0=.,.,("y0"))
st_view(y_20=.,.,("y20"))
st_view(y_40=.,.,("y40"))
U_0 = beta_y:*y_0 :+ beta_h:*h_0
U_20 = beta_y:*y_20 :+ beta_h:*h_20
U_40 = beta_y:*y_40 :+ beta_h:*h_40
sum_eU = exp(U_0) :+ exp(U_20) :+ exp(U_40)
but working with matrices such as
st_view(y_i=.,.,("y0","y20","y40"))
st_view(h_i=.,.,("h0","h20","h40"))
reduces the number of arguments and intermediate step and allow me to work in a
more generic way. It makes it easier to change the number of labour supply choice and
it also gives me the same results (hopefully not because of luck).
So far, I have compiled a few versions of my function (with different names) where
the only things that vary is the number (and name) of variables that are used in
st_view (e.g. different choices of hours). Of course, I use different function
on different data set that have been constructed appropriately. If I understand
correctly, this is the way to do it.
Many thanks,
Jean-François Bertrand
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Nick Cox
Sent: March 30, 2012 11:56 AM
To: [email protected]
Subject: Re: st: Need help on using external global in st_view to avoid recompiling in Mata
I would not think this way. Write your code to take what varies as an input argument.
Nick
On Fri, Mar 30, 2012 at 4:32 PM, <[email protected]> wrote:
> I have written a Mata function to use with -moptimize- or -ml- to
> estimate a discrete labour supply model. The simplified example below
> works for data where I would have 3 distinct hours choice (e.g. 0
> hours, 20 hours and 40 hours) with income for each choice.
>
> ----
>
> version 11.2
>
> mata:
>
> function LSmodel_d0(transmorphic scalar M, real scalar todo, real
> rowvector b, real scalar lnf, real rowvector g, real matrix H) {
> real colvector beta_y, beta_h
>
> real colvector U
> real colvector sum_eU
> real colvector y_chosen
> real colvector h_chosen
>
> real colvector L_1
>
> real matrix y_i
> real matrix h_i
>
> beta_y = moptimize_util_xb(M,b,1)
> beta_h = moptimize_util_xb(M,b,2)
>
> st_view(y=.,.,"y_chosen")
> st_view(h=.,.,"h_chosen")
>
> st_view(y_i=.,.,("y0","y20","y40"))
> st_view(h_i=.,.,("h0","h20","h40"))
>
> U = beta_y:*y_chosen :+ beta_h:*h_chosen
>
> U_i = beta_y:*y_i :+ beta_h:*h_i
>
> sum_eU = quadrowsum(exp(U_i))
>
> L_1 = (U :- ln(sum_eU))
>
> lnf = moptimize_util_sum(M,L_1) }
>
> mata mosave mata_LS_singles_quad_d2(), dir(PERSONAL) replace
>
> end
>
> ----
>
> Since I might use different hours choices for different group of the
> population (as done in the economic literature), I would like to avoid
> having to recompile the code if I want to run my estimator on, for
> example, 5 distinct hours choice (e.g. 0 hours, 10 hours, 20 hours, 30 hours and 40 hours) so that:
>
> st_view(y_i=.,.,("y0","y10","y20","y30","y40"))
> st_view(h_i=.,.,("h0","h10","h20","h30","h40"))
>
> I was thinking of defining a global macro that could vary depending on the data I use.
> For example, I could use:
>
> global h_i = `""h0","h20","h40""'
>
> or
>
> global h_i = `""h0","h10","h20","h30","h40""'
>
> depending on the data used.
>
> Is it possible?
>
> My attempts to use pointers and global macro (-findexternal()- or
> -valofexternal()-) have not worked so far.
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