Construct a matrix of control variables

[Stephanie Kimani]

Hello,

I am new to stata so please pardon me.

I want to construct a matrix of control variables using three different variables. If anyone can help on how to go about this kindly advise.

Thank you.

[Sergio Correia]

Hi Stephanie,

I'm wondering what exactly do you want to do. Do you want to run a regression with these three variables.. or?

I'm asking because most-likely-than-not new users don't tend to start with Mata (the matrix programming language, in which forum you are on) but with more standard Stata commands.

Best,
S

[Stephanie Kimani]

Hi Stephanie,

I'm wondering what exactly do you want to do. Do you want to run a regression with these three variables.. or?

I'm asking because most-likely-than-not new users don't tend to start with Mata (the matrix programming language, in which forum you are on) but with more standard Stata commands.

Best,
S

Hi Sergio,

Thank you for your response.

Yes, I want to run a regression (GMM) with the matrix that contains these three variables.

[Andrew Musau]

Stata:

sysuse auto, clear
keep in 1/10
mkmat mpg weight displacement, matrix(X)
mat list X

Mata:

sysuse auto, clear
keep in 1/10
mata
X = st_data(.,("mpg", "weight", "displacement"))
X
end

Res.:

. mkmat mpg weight displacement, matrix(X)

. mat list X

X[10,3]
              mpg        weight  displacement
 r1            22          2930           121
 r2            17          3350           258
 r3            22          2640           121
 r4            20          3250           196
 r5            15          4080           350
 r6            18          3670           231
 r7            26          2230           304
 r8            20          3280           196
 r9            16          3880           231
r10            19          3400           231

. mata
------------------------------------------------- mata (type end to exit) ----------------------------------------------------------
: X = st_data(.,("mpg", "weight", "displacement"))

: X
           1      2      3
     +----------------------+
   1 |    22   2930    121  |
   2 |    17   3350    258  |
   3 |    22   2640    121  |
   4 |    20   3250    196  |
   5 |    15   4080    350  |
   6 |    18   3670    231  |
   7 |    26   2230    304  |
   8 |    20   3280    196  |
   9 |    16   3880    231  |
  10 |    19   3400    231  |
     +----------------------+

: end
------------------------------------------------------------------------------------------------------------------------------------

[kazi naher]

i am doing a regression model with dependent variable stockreturns and independent variable confirmed cases, deaths and vector of country level control variables - democratic accountability, uncertainty avoidance index, investment freedom and loggdp. However since there is only single value for the control variables and my dependent variable and the deaths and confirmed cases are daily, I have an omitted or collinearity error when i try to run the fixed effects model. What step by command should i take to get the vector of the variables and run the fixed effect dummy variabe regression?