“The book that Stata programmers have been waiting for” is how the Stata Press describes my new book on Mata, the full title of which is
The Mata Book: A Book for Serious Programmers and Those Who Want to Be
The Stata Press took its cue from me in claiming that it this the book you have been waiting for, although I was less presumptuous in the introduction:
This book is for you if you have tried to learn Mata by reading the Mata Reference Manual and failed. You are not alone. Though the manual describes the parts of Mata, it never gets around to telling you what Mata is, what is special about Mata, what you might do with Mata, or even how Mata’s parts fit together. This book does that.
I’m excited about the book, but for a while I despaired of ever completing it. I started and stopped four times. I stopped because the drafts were boring. Read more…
I’m still recycling my talk called “Mata, The Missing Manual” at user meetings, a talk designed to make Mata more approachable. One of the things I say late in the talk is, “Unless you already know what pointers are and know you need them, ignore them. You don’t need them.” And here I am writing about, of all things, pointers. Well, I exaggerated a little in my talk, but just a little.
Before you take my previous advice and stop reading, let me explain: Mata serves a number of purposes and one of them is as the primary langugage we at StataCorp use to implement new features in Stata. I’m not referring to mock ups, toys, and experiments, I’m talking about ready-to-ship code. Stata 12’s Structural Equation Modeling features are written in Mata, so is Multiple Imputation, so is Stata’s optimizer that is used by nearly all estimation commands, and so are most features. Mata has a side to it that is exceedingly serious and intended for use by serious developers, and every one of those features are available to users just as they are to StataCorp developers. This is one of the reasons there are so many user-written commands are available for Stata. Even if you don’t use the serious features, you benefit. Read more…
I gave a 1.5 hour talk on Mata at the 2010 UK Stata Users Group Meeting in September. The slides are available in pdf form here. The talk was well received, which of course pleased me. If you’re interested in Mata, I predict you will find the slides useful even if you didn’t attend the meeting. Read more…