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Re: st: Using mkmat with a local as the varlist


From   Mauricio Esteban Cuak <[email protected]>
To   [email protected]
Subject   Re: st: Using mkmat with a local as the varlist
Date   Fri, 8 Mar 2013 19:50:03 -0600

Thanks a lot!!!

2013/3/8 William Buchanan <[email protected]>:
> Slight correction:
>
>> webuse hsng2
>> ivregress 2sls rent pcturban (hsngval = faminc region), small
>> ereturn li
>> loc instruments `e(insts)'
>> di `"`instruments'"'
> mkmat `instruments', matrix(B)
>
> Apparently -mkmat- does not like factor variables.
>
>
> On Mar 8, 2013, at 2:13 PM, William Buchanan <[email protected]> wrote:
>
>> webuse hsng2
>> ivregress 2sls rent pcturban (hsngval = faminc i.region), small
>> ereturn li
>> loc instruments `e(insts)'
>> di `"`instruments'"'
>>
>> You weren't referencing the _macro_ where the variable names were stored correctly.
>>
>> HTH,
>> Billy
>>
>>
>> On Mar 8, 2013, at 2:05 PM, Mauricio Esteban Cuak <[email protected]> wrote:
>>
>>> Hi,
>>>
>>> I'm trying to save the lists of variables from a macro as an argument
>>> for the mkmat command.
>>> Here is an example of the use I'm trying to give:
>>>
>>> ******** Begin Code**************
>>>
>>> sysuse auto, replace
>>>
>>> foreach v of var * {
>>>      drop if missing(`v')
>>> }
>>>
>>> qui ivregress gmm price trunk (weight = turn length )
>>>
>>> /*  Now i'd like to construct a matrix with the instruments      */
>>>
>>> /* This works: */
>>>
>>> mkmat trunk turn length, matrix(A)
>>>
>>> /* But this doesn't:  */
>>>
>>> local instruments e(insts)
>>>
>>> mkmat `instruments', matrix(B)
>>>
>>>
>>> ***** End of code ********
>>>
>>> I've tried different ways to define the local but I haven't been able
>>> to make it work. I think the problem is mkmat takes `instruments' as a
>>> string and not as
>>> a list of variables, but I don't know how to fix it...
>>>
>>> Thanks for your time,
>>>
>>> M.C.
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