stata time gap

seb obs 30
gen t=_n+1
tsset t,d
gen tx=_n+1+t
tsset tx,d
gen gap=tx-t
format %9.0g t
format %9.0g tx
gen gapn = tx-t

Latex trick

\newcommand{\argmax}{\operatornamewithlimits{argmax}}
\def\[#1\]{\begin{align}#1\end{align}}
\newcommand{\ve}{\varepsilon}
\newcommand{\nf}{\textrm}
\newcommand{\argmax}{\operatornamewithlimits{argmax}}

do stata in mata

mata: mata clear

sysuse auto, clear

reg price weight trunk

mata

b=st_matrix(“e(b)”)’

b

end

******************************

mata: mata clear

sysuse auto, clear

gen constant=1

capt ssc inst tomata

di in red _rc

tomata price constant weight trunk

mata

X=(weight, trunk, constant)

y=price

b=invsym(X’*X)*X’*y

b

//for comparison:

mata stata reg price weight trunk

end

*****************stata mata interact**********************

mata: mata clear

mata:

void underbar(string scalar mat, real scalar thresh)

{

real scalar i

i = rows(st_matrix(mat))

st_matrix(“B”, (st_matrix(mat) :< thresh) :/ st_matrix(mat) :* (J(i,i,

1) – I(i)) )

}

end

sysuse auto,clear

qui reg price trunk weight length turn

mat list e(V)

mata: underbar(“e(V)”, 10)

mat list B

******************************************************

mata: mata clear

sysuse auto, clear

reg price weight trunk

mata

b=st_matrix(“e(b)”)’

b

end

******************************

mata: mata clear

sysuse auto, clear

gen constant=1

capt ssc inst tomata

di in red _rc

tomata price constant weight trunk

mata

X=(weight, trunk, constant)

y=price

b=invsym(X’*X)*X’*y

b

//for comparison:

mata stata reg price weight trunk

end

*****************stata mata interact**********************

mata: mata clear

mata:

void underbar(string scalar mat, real scalar thresh)

{

real scalar i

i = rows(st_matrix(mat))

st_matrix(“B”, (st_matrix(mat) :< thresh) :/ st_matrix(mat) :* (J(i,i,

1) – I(i)) )

}

end

sysuse auto,clear

qui reg price trunk weight length turn

mat list e(V)

mata: underbar(“e(V)”, 10)

mat list B

******************************************************

latex bold symbol

use \pmb instead of \boldsymbol