st: creating/manipulating matrices with nested loop

[Jin-Hyun Bae <jinhyun.bae@stern.nyu.edu>]

Hello!

I am doing my first matrix calculation in Stata and it needs to be
looped for efficiency! I haven't a clue where to start, so I would be
very grateful for any guidance you can provide.

Here is a toy example.

Country     Year    CountryY     Var1      Var2   Var3
ALB          1990    ALB1990     38          40       .
ALB          1991    ALB1991     93          118      .
ALB          1992    ALB1992     88          51       .
DZA          1990    DZA1990     241        15        .
DZA          1991    DZA1991     40          86       .
                            ...........
GBR         1990    GBR1990     67         2         .
GBR         1991    GBR1991     123       33        .

What I would like requires two nested loops.

At the beginning of loop 1, a matrix (A) with varlist "Var1 Var2" is
created for the row with GBR1990.
Then another loop is started, where a similar matrix (B) with varlist
"Var1 Var2" is created for ALB1990.
Then follows a matrix calculation involving A, B, and their covariance
matrix. The resulting scalar is entered as a value of Var3 in the row
with ALB1990.
B is then dropped, and the second loop process repeats, with DZA1990.
After all the Countries with year 1990 are processed, the second loop
stops and A is dropped.

After this, a new matrix A is created for GBR1991 and a similar
process repeats.

In the end, Var3 would have missing values only for the rows with
Country == "GBR".

Jin
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