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London UK » Jun 2014 » Stata » Mata » Programming » Bookmark and Share

Introduction to Programming in Mata

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Course Code:
24-25 June 2014
Cass Business School, City University London, UK (View map)
2-days
Stata
Programming (Intermediate)
Dr. Alfonso Miranda, Center for Research and Teaching in Economics (CIDE), México (View profile)
ST-39-UK
Cass Business School, City University London Stata  Stata 13    Timberlake Consultants | Statistics | Econometrics | Forecasting
Overview Agenda Prerequisites Testimonials Prices Registration Terms & Conditions  

Overview

Timberlake Consultants, official distributor of Stata to the UK & Ireland, Spain, Portugal, Poland, the Middle East & North Africa and Brazil, invite you to attend the following two-day course to be held at Cass Business School, City University London, UK on 24-25 June 2014. The course will be delivered interactively using Stata 13.

Mata is Stata’s matrix programming language that can be used interactively or as an extension for do-files and ado-files. Mata can be used by Stata users who want to think in matrix terms and perform (not necessarily simple) matrix calculations interactively, or by advanced Stata programmers who want to add features to Stata. This course aims at introducing the main features of Mata programming and demonstrating how to make use of Stata and Mata capabilities together.

The course is designed for academic staff, including master/PhD students, with basic knowledge on statistics and econometrics and Stata who deal with different types of data and projects in their day-to-day work. The course is also of interest to non-academic staff with interest in data analysis with an econometric perspective.

Main Topics

Introduction

  • What is Mata?
  • Why Mata?
  • Should I use Mata alone?

Mata basics

  • Expressions and assignments;
  • Logic operators;
  • Arithmetic operators;
  • Row and column join operators;
  • Subscripts;
  • Range operators;
  • Colon operators.

Loops and flow control

  • If statements;
  • Increment operator;
  • For loops;
  • While loops;
  • Do... while loops;
  • The break statement;
  • The continue statement;
  • Looping over rows and columns.

Interacting with Stata

  • Making views of Stata data;
  • Modifying data loaded in Stata from Mata;
  • Accessing / changing a Stata matrix from Mata;
  • Accessing / changing the contents of a local macro.

Writing new functions in Mata

  • Types in Mata;
  • Your first function in Mata;
  • Defining a new function: the general syntax;
  • Setting up what the arguments are;
  • Declarations;
  • OLS in Mata step by step.

Displaying output & saving Mata functions

  • Displaying output;
  • Saving compiled functions;
  • Libraries.

Maximum likelihood with Mata evaluators

  • Brief introduction to ML;
  • Moptimise vs. optimise;
  • ML flavours;
  • Example of a lf evaluator;
  • Example of a d0 evaluaror;
  • Example of a d1 evaluator;
  • Example of a d2 evaluator;
  • Example of a gf1 evaluator.

Implementing GMM evaluators using Mata

  • Brief introduction to GMM;
  • Using optimise() to implement GMM estimators in Mata;
  • The gmm command in Stata;
  • Implementing gmm evaluators using Mata functions.

Dealing with Panel Data

  • Setting up panel data;
  • Obtaining panel subviews;
  • Example of a function dealing with panel data.

Pointers & Mata programming

  • What is a pointer?
  • Pointers to variables, expressions and functions;
  • Pointer arrays;
  • Defining a matrix of matrices;
  • Parsing functions to functions.

 

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Agenda

Day 1

  • 09:30 - 09:45: Welcome & introduction to the course
  • 09:45 - 10:45: Mata Basics
  • Break
  • 11:00 - 11:40: Loops and flow control
  • 11:40 - 12:30: Interacting with Stata
  • Lunch
  • 13:30 - 14:15: Workshop 1
  • 14:15 - 15:00: Writing new functions in Mata
  • Break
  • 15:15 - 16:15: Displaying output & saving Mata functions
  • 16:15 - 17:00: Workshop 2

Day 2

  • 09:30 - 10:45: Pointers
  • Break
  • 11:00 - 12.30: Maximum likelihood with Mata evaluators
  • Lunch
  • 13:30 - 14:15: Workshop 3
  • 14:15 - 15:00: Implementing GMM evaluators using Mata
  • Break
  • 15:15 - 16:15: Dealing with Panel Data
  • 16:15 - 17:00: Workshop 4

Pre-course Reading

  • Stata Reference Manual. StataPress.

 

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Prerequisites

Basic knowledge of Stata is essential. Prior knowledge of programming in Stata will be an advantage though not a prerequisite.

 

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Feedback & Testimonials

Coming soon.

 

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Prices

Cost (per participant):

Registration type Price (inc. VAT)
Commercial / Government £1,080.00 Purchase Training Button
Academic / Non-profit research £840.00 Purchase Training Button
Student registrations £360.00 Purchase Training Button
Click here for Pricing FAQs »
  • Student registrations: Attendees must provide proof of full time student status at the time of booking to qualify for student registration rate (valid student ID card or authorised letter of enrollment).
  • Additional discounts are available for multiple registrations.
  • Cost includes course materials, lunch and refreshments.
  • Delegates are provided with temporary licences for the software(s) used in the course and will be instructed to download and install the software prior to the start of the course. (Alternatively, we can also provide laptops free of charge to attending delegates).
  • If you need assistance in locating hotel accommodation in the region, please notify us at the time of booking.

The number of delegates is restricted. Please register early to guarantee your place.

 

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Registration

We welcome delegates to find out more and register for the course by contacting our sales and training team either by email: training@timberlake.co.uk, phone: +44 (0) 20 8697 3377 or by filling out an online registration form.

 

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Terms & Conditions

For full Training Courses Terms & Conditions please click here.

Payment of course fees required prior to the course start date.

Registration closes 5-calendar days prior to the start of the course.

  • 100% fee returned for cancellations made over 28-calendar days prior to start of the course.
  • 50% fee returned for cancellations made 14-calendar days prior to the start of the course.
  • No fee returned for cancellations made less than 14-calendar days prior to the start of the course.



 

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Last modified: 2014-03-27 14:41:13
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