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Re: st: matrices and linear transformations


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: matrices and linear transformations
Date   Wed, 4 Jun 2008 21:54:22 +0100 (BST)

If you are comfortable with a matrix language than you should look at
Mata, see -help mata-.

Hope this helps,
Maarten

--- Paulo Regis <pauloregis.ar@googlemail.com> wrote:

> Hello all,
> 
> I am having some problems creating weighted average variables. I
> usually work with gauss and I would use matrix operations to do this.
> In Stata, a similar procedure may be
> 
> mkmat x1-x5, mat(XMAT)
> mkmat m1-m10, mat(MMAT)
> mat WXMAT  = MMAT*XMAT
> svmat WXMAT, names(mx)
> 
> In this example, you have five variables (x1-x5) with 10 observations
> (_N=10) and ten variables (m1-m10) that are the weights. You end up
> with five new variables (mx1-mx5) which are the weigthed average of
> the original x variables. Alternatively, I have tried to use the
> command egen (using the function total()), following this old tread
> 
> http://www.stata.com/statalist/archive/2002-08/msg00458.html
> 
> I modified the file "_gmean.ado" to introduce a weighting variable.
> Working out the code, you can obtain mx1-mx5, however, you have to
> modify the code for each variable.
> 
> The problem of the first alternative is that it takes a lot  of time.
> This may become especially problematic if the number of observation
> is
> large enough while the second alternative is not a "general" solution
> (also, there are some efficiency problems since it creates several
> unnecessary variables). There is any other alternative to do this?
> 
> Thank you,
> 
> Paulo
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> 


-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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