Keeping column names with mata

[Richard Williams]

My Mata is pretty weak, but I need to use it to invert some giant matrices, as much as 11,000 by 11,000. The person I am trying to help was using Stata matrix commands and they would never finish. Mata works pretty well except for one thing:

I have commands like

local flist VCM VCVM estcfN estcfA estcfC estcfF
local flist `flist' estcfN1 estcfA1 estcfC1 estcfF1
foreach filename of local flist {
        use `filename'.dta, clear
        putmata `filename' = (*)
        clear
}

Unfortunately the Mata matrices do not contain the original column/variable names. How can I keep them or add them back? One nice thing about mkmat is that it keeps the column names.

[Joseph Coveney]

You can store the variable names in a string array (string rowvector in Mata parlance) with

Varnames = st_varname(1..st_nvar())

I think that to add them back, you'd need to loop

real scalar k
for (k=1; k<=st_nvar(); k++) {
    st_varrename(k, Varnames[k])
}

but others might have written a canned Mata function that does that.

[Richard Williams]

Thanks Joseph. I'm mildly surprised that Mata doesn't make this easy or even automatic.

Luckily it turns out I don't need the column/ variable names after all, but I'll keep your tip in mind if I ever do.

[Joseph Coveney]

I'm mildly surprised that Mata doesn't make this easy or even automatic.

If I had to do this for a project, I'd probably just whip up a Mata class, maybe "StataMatrix", that takes care of everything behind the scenes of a public method -StataMatrix.invert(string scalar matrix_or_file_name)-, and then use objects instantiated from that.

[John Mullahy]

RIchard: Also perhaps check out

st_matrixrowstripe(...)

and

st_matrixcolstripe(...)

described at

help mata st_matrix

[Richard Williams]

Thanks John. I can indeed get the column/variable names with st_matrixcolstripe. But there doesn't seem to be a simple way to use that info to rename the columns in the Mata data matrix.

[Niels Henrik Bruun]

Richard Williams
First, let me use this opportunity to thank you for your website which I visit from time to time, always with great pleasure.

I'm not satisfied with the functionality wrt matrices in Stata/Mata, either.

Over time, I developed a set of Mata utilities, which I use eg in my package matrixtools (scc install).

I've made a small summary in the example below. Maybe some of it can be of use for you?
Enjoy

. quietly sysuse auto, clear
. quietly regress price i.rep78 weight

Import table from regression

. mata: lm = nhb_mt_labelmatrix()
. mata: lm.from_matrix("r(table)")

See the content (One can control output (e.g. stata, html, latex, markdown), decimals etc)

. mata: lm.print()
-------------------------------------------------------------------------
        1b.rep78   2.rep78   3.rep78   4.rep78  5.rep78  weight     _cons
-------------------------------------------------------------------------
b           0.00    783.90   1379.12   2068.27  3245.27    2.44  -3000.41
se                 1911.99   1765.47   1802.43  1884.18    0.42   2139.02
t                     0.41      0.78      1.15     1.72    5.87     -1.40
pvalue                0.68      0.44      0.26     0.09    0.00      0.17
ll                -3036.91  -2148.90  -1533.61  -519.96    1.61  -7274.90
ul                 4604.71   4907.13   5670.14  7010.50    3.27   1274.09
df         63.00     63.00     63.00     63.00    63.00   63.00     63.00
crit        2.00      2.00      2.00      2.00     2.00    2.00      2.00
eform       0.00      0.00      0.00      0.00     0.00    0.00      0.00
-------------------------------------------------------------------------

Subselection by regular expression on keep(default)/drop(0), names(default)/equations(0), and rows(default)/columns(0).

. mata: lm = lm.regex_select("b|se").regex_select("rep78", 1, 1, 0)

Transposing is simple

. mata: lm.transposed().print()
--------------------------
                b       se
--------------------------
1b.rep78     0.00         
2.rep78    783.90  1911.99
3.rep78   1379.12  1765.47
4.rep78   2068.27  1802.43
5.rep78   3245.27  1884.18
--------------------------

Generating new column names. The method ::column_names() returns the current column names.

. mata: R = rows(lm.column_names())
. mata: new_cnms = J(R,1,"")
. mata: for(r=1;r<=R;r++) new_cnms[r] = regexm(lm.column_names()[r], "([0-9])b?\.(.+)") ? sprintf("%s(%s)", regexs(2), regexs(1)) : ""

Also, column names can be changed to the values of a string column vector having the vector as argument.

. mata: lm.column_names(new_cnms)
. mata: lm.print()
----------------------------------------------------
    rep78(1)  rep78(2)  rep78(3)  rep78(4)  rep78(5)
----------------------------------------------------
b       0.00    783.90   1379.12   2068.27   3245.27
se             1911.99   1765.47   1802.43   1884.18
----------------------------------------------------

Other utility functions lmatrixtools for renaming are:

. mata: nhb_sae_unique_values("foreign")
       1   2
    +---------+
  1 |  0   1  |
    +---------+
. mata: nhb_sae_labelsof("foreign")
              1          2
    +-----------------------+
  1 |  Domestic    Foreign  |
    +-----------------------+
. mata: nhb_sae_labelsof("foreign", 1)
  Foreign

[Richard Williams]

Neils, Thank you! I will check these out.