Exporting matrix from Stata 12 to Excel or MATLAB

问题:

I need to export a matrix of regression results from Stata to MATLAB. I have tried using the Stata command matwrite without success (I get an unrecognized command error). Here is that attempt:

    ...
    *Regression 1
    reg invlrevcrp_CAm071 lacres_CAm071 lrainm07 lrainm07sq ///
    lannxt lannxtsq lrlanxtsq pkgamz if invlrevcrp_CAm071~=.
    reg lrevcrp_CAm071 lacres_CAm071 lrainm07 lrainm07sq ///
    lannxt lannxtsq lrlanxtsq lpkgamz
    * Store results
    mat coef=get(_b)
    *Export to matlab
    matwrite using "Z:\Thesis\data needed for 2007\matlabfile", ///
    mat(coef) replace
    ...

I have had more success using the Stata xml_tab which exports the matrix to Excel, which I can then import into MATLAB. However, xml_tab gives me too much information. The matrix I want to export is simply the estimated coefficients from two regressions, without labels. xml_tab exports everything related to the regression--the t-statistics, p-values, 95% conf. intervals, etc., including labels. Here is my code using this approach:

     *===============================
     * Regressions
     *===============================
     *Regression 1
     reg invlrevcrp_CAm071 lacres_CAm071 lrainm07 lrainm07sq ///
     lannxt lannxtsq lrlanxtsq pkgamz if invlrevcrp_CAm071~=.
     reg lrevcrp_CAm071 lacres_CAm071 lrainm07 lrainm07sq ///
     lannxt lannxtsq lrlanxtsq lpkgamz
     * Store results
     estimates store revCA1
     *Regression 2
     reg lcostcrp_CAm071 lacres_CAm071 lrainm07 lrainm07sq ///
     lannxt lannit lannxtsq lannitsq lpkgf3 lwage if costcrp_CAm071>0
     *Store results
     estimates store cosCA1
     *Export to excel
     xml_tab revCA1 cosCA1, ///
     save("Z:\Thesis\data needed for 2007\RegCoefs") replace

I am going through the xml_tab help file to see if I can get what I want, but can anyone help with matwrite or xml_tab?

回答1:

I wrote an .ado program to do this, named mat2txt2. You can find it here: http://code.google.com/p/kk-adofiles/source/browse/#hg%2Fm I wrote this program to expand the capabilities of mat2txt.ado by Ben Jann and M Blasnik.

The program will export a matrix to a delimited text file (e.g., a comma-separated .csv file or tab-separated file). From there, you can easily pull the data into Excel or Matlab.

回答2:

To write a matrix to a preexisting Excel file, look at putexcel.

putexcel will not export the matrix row and column names unless you tell it to.

help putexcel

Briefly, to export a Stata matrix:

change directory if necessary (example)

cd ""Z:\Thesis\data needed for 2007\"

set putexcel to call your Excel file: putexcel lets you specify the sheet in your Excel file that you would like to modify, which comes in handy if you have programmed an Excel sheet to transform results. If you do this, be sure to call the modify option, rather than replace: replace will overwrite any preexisting work in your Excel file

putexcel set RegCoefs.xlsx, modify sheet(sheetname)

next call putexcel, specifying at which cell ou would like to place your matrix

putexcel A1 = matrix(revCA1)

if successful, Stata should return the following message:

file RegCoefs.xlsx saved