I wrote a function in mata to generate a variable in such a way that
the variable has a well defined value conditional on the value of
a binary variable. So far, I am able to do this by adding a do operator
inside the function that iterates over each observation. This loop
is, however, taking a very long time. Is there a way to write my
conditional statement in a matrix so that I would not need to loop
over each observation?
Here is an example.
I want to generate Y for Z=1
Thank you in advance
the variable has a well defined value conditional on the value of
a binary variable. So far, I am able to do this by adding a do operator
inside the function that iterates over each observation. This loop
is, however, taking a very long time. Is there a way to write my
conditional statement in a matrix so that I would not need to loop
over each observation?
Here is an example.
Code:
clear all mata sampsize=100 function geny(xx1){ y=2*xx1 return(y) } u=runiform(sampsize,1,0,1) Z=u:>0.5 X=rnormal(sampsize,1,0,1) Y=geny(X) end
Thank you in advance
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