Introduction to MATA in Stata

Why MATA in Stata?

• In Stata, matrix computation is done with MATA
• MATA is a matrix programming environment built into Stata similar in many ways to R, Matlab or GAUSS
• Beyond Stata, MATA comes with 500+ built-in functions
• Mata is useful for implementation of new methods and agorithms in Stata

MATA Basics

• Invoking and Using MATA
  • Interactive MATA
  • Using and Writing MATA Functions in .do and .ado Files
  • Programming - Creating Stata Commands

• Matrix Operations Using MATA
  • Creating Data Matrix

    Joint Operators:	,   \
    Range Operators:	..   ::
    Transposition:	'

  • Basic Operations on Matrices

    Algebraic Operators:	+   -   *   #
    	:+   :-   :*   :/   :^
    Logical Operators:	==   !=   >   >=   <   <=   &   |
    	:==   :>   :>=   :<   :<=
    Subscript and Submatrix:	[ ]   | |   .
    	e.g., x[|i,j\m,n|]

  • Common Scalar and Matrix Functions

    abs(), sqrt(), exp(), ln(), log(), sin(), cos()

    det(), invsym()

• MATA Environment Commands

  describe, clear, drop

• View MATA Source in Stata

  viewsource pi.mata

  viewsource tanh.mata ...