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From |
Kit Baum <Baum@bc.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
re: st: list x matrix |

Date |
Sun, 28 Mar 2010 11:04:22 -0400 |

<> Maarten said, in response to my Mata posting, If we take Richard's question literaly, then this if probably the best answer. However, I would argue that the fast majority of users should *not* use it, this includes users who program in Stata. I wholeheartedly agree. If a tested and supported command in Stata will do the job, users should take the time to seek it out and use it. The fact that one _can_ do any matrix computation quite easily in Stata/Mata does not mean that it is a good idea for users to 'roll their own' solution. The recent interchange on this list on computational issues with -margins- is a good case in point. The way that Stata calculates something as simple as a linear regression is much more numerically stable that a brute-force computation of (X'X)^{-1} (X'y). For pedagogical purposes, using the latter is fine. For serious research that could involve ill-conditioned regressor matrices, it is decidedly not recommended. Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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