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st: RE: Including a matrix in a monte carlo simulation

From   "Nick Cox" <>
To   <>
Subject   st: RE: Including a matrix in a monte carlo simulation
Date   Wed, 16 Oct 2002 20:39:30 +0100

Nevo, Dorit
> I'm trying to calculate the determinant of a matrix within 
> a Monte Carlo
> simulation program. The matrix takes variables that are 
> calculated in
> previous steps in the program.
> The specific command I included is:
> 	matrix H = 
> (0,Fc,Fk,Fl\Fc,Fcc,Fck,Fcl\Fk,Fck,Fkk,Fkl\Fl,Fcl,Fkl,Fll)
> 	gen detH = det(H)
> Fc, Fk, etc are calculated earlier in the program file.
> However - I get an error message "Fc not found"

Stata won't allow you to insert a whole variable 
in this position, even if it only obtains one 
observation. The strange message is emitted because 
Stata is prepared to put named scalars in like 
this, but evidently you have no scalar named -Fc-.

You can specify Fc[1] or whatever to insert 
particular values for a variable. 

On the whole it seems likely that it would be much 
better style and more efficient for the upstream 
calculation to produce scalars, not variables, but 
in the absence of most of your code, that's 
a guess. 

But you _are_ putting a determinant -- one number -- 
in the new variable -detH-, and that is not 
necessary on the face of it. 

What might make sense to loop around roughly like 

gen detH = . 

forval i = 1 / whatever { 

	do some stuff 
	form the matrix H  

	qui replace detH = det(H) in `i' 


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