Mata learning resources

[Belinda Foster]

Can anyone provide some good resources for learning mata? Unlike Stata, I have not been able to find a dedicated collection of articles or books that would help me get started (except the chapter in Kit Baum's book which was recently recommended to me by Nick Cox and of course the mata matters column in the Stata Journal). I am particularly interested in online material

[Matthew J. Baker]

Belinda Foster :

Some of the official documentation in the manual is hard to read, but is nonetheless not a bad way to start. The examples for moptimize and optimize I think are helpful. One book that really helped me with the basics of using Mata in estimation is Cameron and Trivedi's Microeconometrics Using Stata. While this book isn't just about Mata, it has a few examples that I found really useful in learning how mata works.

Best,

Matthew J. Baker

[Jesse Wursten]

There's also
http://kurt.schmidheiny.name/teaching/statamata.pdf
http://www.stata.com/meeting/chicago...hi11_gould.pdf

[Niels Henrik Bruun]

Also in the Stata Journal there are a series of articles named mata matters.

[Arne Risa Hole]

See also http://blog.stata.com/category/programming/

[Christophe Kolodziejczyk]

https://www.ssc.wisc.edu/sscc/pubs/4-26.htm

[Christophe Kolodziejczyk]

there's also this one by Bill Gould (https://ideas.repec.org/p/boc/asug05/22.html)
The Mata missing manual is rather advanced (post #3 by Jesse) IMHO. Will prove useful later