Append coefficients and t-statistics in the same matrix.

[Andres Salman]

Hello,

I don't know if this can be considered as a mata programming question, but I am trying to insert t-statistics and the coefficients in the same matrix (10x5).

So far, I have been able to create two distinct matrices (5x5): K_m for the coefficients and K_t for the t-stats. I would like to have a K matrix instead with t-stats below my coefficients (and if possible within parenthesis).

The data structure has 5 id variables (univ_cut) and 5 numerical variables as varliest. For the syntax, tid is a time variable.

This is my code:

mat K_m = J(5,5,.)
mat K_t = J(5,5,.)
local j = 1

foreach v in f1r_rf100 f1m1W_36_b_cons100 f1m2W_36_b_cons100 f1m3W_36_b_cons100 f1m4W_36_b_cons100  {
    forvalues i = 1(1)5 {
        qui: newey2 `v' if  univ_cut==`i', lag(2)  t(tid) force
        matrix mattest= r(table)
        matrix K[`i',`j']=mattest[1,1]
        matrix K[`i',`j']=mattest[3,1]
    }
local ++j

}

I have been struggling with the iterators (j and i) inside the matrices to append the t-stats in a matrix K (`i'+1,`j').

mat K = J(10,5,.)
local j= 1

foreach v in f1r_rf100 f1m1W_36_b_cons100 f1m2W_36_b_cons100 f1m3W_36_b_cons100 f1m4W_36_b_cons100  {
    
    forvalues i = 1(1)5 {
        qui: newey2 `v' if  univ_cut==`i', lag(2)  t(tid) force
        matrix mattest= r(table)
        matrix K[`i',`j']=mattest[1,1]
        matrix K[`i'+1,`j']=mattest[3,1]
    }
local ++j
}

Or similar, maybe I need to include another double loop? But I can't figure out how.

[William Lisowski]

It's not really a mata question - you are using Stata matrices, which is different from Mata.

But with that said, in your first code you must have meant

mat K_m = J(5,5,.)
mat K_t = J(5,5,.)
local j = 1

foreach v in f1r_rf100 f1m1W_36_b_cons100 f1m2W_36_b_cons100 f1m3W_36_b_cons100 f1m4W_36_b_cons100  {
    forvalues i = 1(1)5 {
        qui: newey2 `v' if  univ_cut==`i', lag(2)  t(tid) force
        matrix mattest= r(table)
        matrix K_m[`i',`j']=mattest[1,1]
        matrix K_t[`i',`j']=mattest[3,1]
    }
local ++j

}

For your second code, you need something like

mat K = J(10,5,.)
local j= 1

foreach v in f1r_rf100 f1m1W_36_b_cons100 f1m2W_36_b_cons100 f1m3W_36_b_cons100 f1m4W_36_b_cons100  {
    
    forvalues i = 1(1)5 {
        qui: newey2 `v' if  univ_cut==`i', lag(2)  t(tid) force
        matrix mattest= r(table)
        matrix K[2*`i'-1,`j']=mattest[1,1]
        matrix K[2*`i',`j']=mattest[3,1]
    }
local ++j
}

[Andres Salman]

Thank you William. This is exactly what I was looking for.
Sorry the category mistake.