-ereturn- with Mata outputs

[Eilya]

Hi,

I have done an optimization in Mata. For the final output I use the -ereturn- command by using the variance-covariance matrix and the coefficients vector as its inputs (ereturn post b V). How can I add the other statistics to this output? e.g. I have the R-squared scalar but I don't know how to include it in the -ereturn- command.

Kind regards,
Eilya.

[daniel klein]

Use

st_numscalar("e(name)", real scalar)
st_global("e(name)", string scalar)
st_matrix("e(name)", real matrix)

in Mata to post anything but e(b) and e(V), or

ereturn scalar name = scalar
ereturn local  name string
ereturn matrix name = matrix

in Stata.

You need to do this before (or after - can't remember, but the order was important) you use post.

Hope this helps.
Daniel

[Eilya]

Hi Daniel,

Thanks for your help. Yes, I have done this. But, I get the error that "non e-class program may not set e()". How should I solve this?

Kind regards,
Eilya.

[daniel klein]

You need at least one e-class program to post your results. I have no idea what you code looks like, but it could look like

program myoptimizer ,eclass
   ...

   mata : mymataoptimizer(args)

   ...
  
    ereturn post b V
   ereturn scalar r2 = r2
end

Hope this helps.
Daniel