Sharing a list of covariates with stata and mata

[Angelo Melino]

I'm using stata to get intial values for an optimization problem and then mata to do the optimization. A snipped of some crude code that works looks like

reg y x1 x2 x3 x4
mata:
/* I need to create the y and X matrix again*/
y=st_data(.,"y")
X=st_data(.,"x1 x2 x3 x4 ")


I would like to be able to change the list of covariates (adding or dropping some) without having to do so TWICE (to minimize errors). Is there a good way to share the list of covariates?

[William Lisowski]

With your example, local macros seem to work as usual.

. sysuse auto, clear
(1978 Automobile Data)

. keep in 1/10
(64 observations deleted)

. local y price

. local x weight length

. list `y' `x'

     +--------------------------+
     |  price   weight   length |
     |--------------------------|
  1. |  4,099    2,930      186 |
  2. |  4,749    3,350      173 |
  3. |  3,799    2,640      168 |
  4. |  4,816    3,250      196 |
  5. |  7,827    4,080      222 |
     |--------------------------|
  6. |  5,788    3,670      218 |
  7. |  4,453    2,230      170 |
  8. |  5,189    3,280      200 |
  9. | 10,372    3,880      207 |
 10. |  4,082    3,400      200 |
     +--------------------------+

. regress `y' `x'

      Source |       SS           df       MS      Number of obs   =        10
-------------+----------------------------------   F(2, 7)         =      3.58
       Model |  19382884.6         2  9691442.28   Prob > F        =    0.0849
    Residual |  18940057.8         7  2705722.55   R-squared       =    0.5058
-------------+----------------------------------   Adj R-squared   =    0.3646
       Total |  38322942.4         9  4258104.71   Root MSE        =    1644.9

------------------------------------------------------------------------------
       price |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      weight |    2.60011   1.915132     1.36   0.217    -1.928457    7.128678
      length |   .9434239   55.32872     0.02   0.987    -129.8882    131.7751
       _cons |  -3170.585   6266.466    -0.51   0.628    -17988.42    11647.25
------------------------------------------------------------------------------

. mata:
------------------------------------------------- mata (type end to exit) ----------------------
: /* I need to create the y and X matrix again*/
: y=st_data(.,"`y'")

: X=st_data(.,"`x'")

: y
            1
     +---------+
   1 |   4099  |
   2 |   4749  |
   3 |   3799  |
   4 |   4816  |
   5 |   7827  |
   6 |   5788  |
   7 |   4453  |
   8 |   5189  |
   9 |  10372  |
  10 |   4082  |
     +---------+

: X
           1      2
     +---------------+
   1 |  2930    186  |
   2 |  3350    173  |
   3 |  2640    168  |
   4 |  3250    196  |
   5 |  4080    222  |
   6 |  3670    218  |
   7 |  2230    170  |
   8 |  3280    200  |
   9 |  3880    207  |
  10 |  3400    200  |
     +---------------+

: end
------------------------------------------------------------------------------------------------

.

[Angelo Melino]

Perfect. Thank you.