Hi all

[Thabo Sacolo]

I am very new to mata and ran to a problem which I could not figure out.

I am trying to implement matrix function.

I have a matrix b (a 1X9 matrix) and matrix v (a 9X9 matrix). I am required to:
Randomly draw (5000 draws) from standard normal distribution a vector x with 9 independent elements (x is a 5000 X9 matrix).
Calculate Z such that Z = b' + c'x, (where c = cholesky (v))
Finally, generate matrix "a" such that a = Z/0.0311

I am failing to get past the Z matrix. I am only able to implement this calculation if I keep the dimensions of x to 9X9.

Here the part of my code that is at least running.

mat b = [1.0599, 0.1580, 0.5303, 0.0518, -0.0144, -0.0787, -0.1104, -0.1413, 0.0489]

mat v = [0.0034, 0.0056, -0.0003, -0.0004, -0.0003, -0.0004, -0.0001, -0.0003, 0 ///
\0.0056, 0.0111, -0.0003, -0.0006, -0.0005, -0.0008, -0.0001, -0.0006, 0.0001 ///
\-0.0003, -0.0003, 0.018, 0.0008, 0, 0, 0, 0, 0 ///
\-0.0004, -0.0006, 0.0008, 0.0147, 0, 0, 0, 0, 0 ///
\-0.0003, -0.0005, 0, 0, 0.0068, 0.0002, 0, 0, 0 ///
\-0.0004, -0.0008, 0, 0, 0.0002, 0.0063, 0, 0, 0.0001 ///
\-0.0001, -0.0001, 0, 0, 0, 0, 0.0041, 0.0002, 0 ///
\-0.0003, -0.0006, 0, 0, 0, 0, 0.0002, 0.0044, 0 ///
\0, 0.0001, 0, 0, 0, 0.0001, 0, 0, 0.0065]

mat c = cholesky(v)

set obs 5000
forvalues i=1/9 {
gen x`i'=rnormal(0,1)


}

[Sergio Correia]

What you are doing is using Stata's old matrix functions, which is NOT mata.

To use mata, you need to do something like

// Stata code goes here
// ...

mata:
// Your Mata code goes here
b = 1.0599, 0.1580, 0.5303, 0.0518, -0.0144, -0.0787, -0.1104, -0.1413, 0.0489
v = ...
c = cholesky(v)

X = rnormal(5000,9, 0, 1)
Z = ...
a = ...
end

// Stata code again

[Thabo Sacolo]

Thank you Sergio. I think my understanding of the mata side of stata is less than elementary. I am still failing to get around my challenge.


In my particular case matrix c is a 9X9 and matrix x is a 5040X9. Is there a way to tell stata to do the multiplaction of the two matrices in steps taking only 9 rows of matrix x at a time (that will amount to 560 "iterations")? Alternatively, build the product of the two matrices in small blocks of nine rows at a time.

The next challenge will be to add a row vecotr b (1X9) through all the 5040 rows of the poduct of c and x.

Thank you again for you assistance

[Nick Cox]

Thabo: Please use informative titles for your posts. http://www.statalist.org/forums/help#topiclines

Just imagine how difficult the forum would be to work with if thread titles were all on the level of "Hi all" "Good morning" "I have a question".