[size=100%]•Mata is a matrix programming language that is now built into Stata.
The syntax is a cross between Matlab and Stata.
[size=100%]•Mata is not (yet) seamlessly integrated into Stata; for more complicated projects it still might be better to export to Matlab and write Matlab code
[size=100%]•Examples of when to use Mata (rather than Stata or Matlab):
[size=100%]–Add robust standard errors to existing Stata estimator that does not currently support it
[size=100%]–Simple GMM estimator
[size=100%]–Simple ML estimator (or any estimator) that would be easier to implement using matrix notation


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