Collapsing large datasets using MATA

[Jean-Luc Morin-Chesnel]

Dear all,

I am aware of these old (but still quite interesting) discussions about the relative speed of -collapse when one uses large datasets: http://www.stata.com/statalist/archi.../msg00498.html

I face the same problem today. I must collapse very large datasets several times, and using the good old -collapse works, but takes ages to complete.

I tried the Mata route, but I am fairly new to Mata.
I downloaded MOREMATA but I am not able to run a collapse with a 2-key identifier using mm_collapse

For instance, following the mm_collapse official documentation I tried to replicate

sysuse auto 
collapse price turn, by(make rep78)

in MATA by typing

 
sysuse auto
mata: X  = st_data(., ("price", "turn"))
mata: ID = st_data(., ("make", "rep78"))
mata: mm_collapse(X, 1, ID)

without success. I get an error message that seem to imply that mm_collapse only works with single vectors id. Am I right?
Is there a mistake in my code?

Many thanks!