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st: Re: R and Stata efficiency


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: R and Stata efficiency
Date   Wed, 11 Jul 2007 08:46:36 -0400

But as R is a matrix language, the relevant comparison is with Mata, not with Stata. Stata's matrix language is cumbersome (relative to Mata) and much less flexible, as noted, than Mata. You can do exactly the sort of thing you describe below (including element-by-element computations) in Mata.

Also see Ben Jann's excellent -moremata- suite of additional Mata functions (ssc desc moremata).

Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


On Jul 11, 2007, at 2:33 AM, David wrote:


One other issue is that the result of a command (sic in Stata)
cannot be used directly as the argument of another commmand.  In R,
I can do something like

dhdbeta = A %*% diag(exp(aacoef))

in which, exp() gives the exponential values of the elements in
aacoef, then diag() makes a matrix with the diagonal being those
exponential values, then the matrix is multiplied on the left by
another matrix A. The exp() and diag() are calculated on the fly
and discarded afterwards. Their values are not used elsewhere and
thus there is no need to save them explicitly just for the next
step.  While in Stata, I have save them.
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