st: Selecting variables corresponds to observation numbers

[Gordon Hughes <G.A.Hughes@ed.ac.uk>]

I would be very grateful if someone could suggest an efficient way of 
implementing the following task.

I have a dataset with M observations and N variables where N >> M and 
the variables are named var1-varN.  In addition, I have an index 
variable ind which takes M unique values in the range 1..N.  I want 
to select the variables that correspond to the M index values.  For 
example, the data might be

ind  var1  var2  var3  var4  var5
2     1      2      3      4      5
4     6      7      8      9      10

so I want to create a dataset consisting of the following 
observations & variables

ind  var2  var4
2     2      4
4     7      9

However rather than 5 variables and 2 observations I have more like 
5000 variables and 500 observations.  I can do this using reshape or 
xpose and merging files, but this is very slow when N > 5000 and I 
want to repeat the exercise many times.  Another alternative is to 
use permutation matrices in Mata, since what I am trying to do is 
equivalent to shuffling rows and columns in some rather large 
matrices.  Still, I feel that there should be a cleverer way of doing 
it by manipulating varlists in Stata but I haven't come up with a solution.

Gordon Hughes
g.a.hughes@ed.ac.uk

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