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Using Mata to work more effectively with Stata: A tutorial

By Kit Baum

Abstract

Stata's matrix language, Mata, highlighted in Bill Gould's Mata Matters columns in the Stata Journal, is very useful and powerful in its interactive mode. Stata users who write do-files or ado-files should gain an understanding of the Stata-Mata interface: how Mata may be called upon to do one or more tasks and return its results to Stata. Mata's broad and extensible menu of functions offers assistance with many programming tasks, including many that are not matrix-oriented. In this tutorial, I will present examples of how do-file and ado-file writers might effectively use Mata in their work.

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