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re: st: list x matrix

From   Kit Baum <>
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   |
                              An Introduction to Stata Programming  |
   An Introduction to Modern Econometrics Using Stata  |

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