3.6 Interface to Stata^®

Stata is a proprietary software package designed for data analysis, data management, and graphics. Stata provides canned procedures for estimating many popular econometric models, most of them being frequentist. However, recent versions of Stata also include Bayesian procedures. Stata has a complete GUI but it also features a simple scripting language, which makes running it in batch mode feasible.

BayES’ stata() function provides a convenient interface to Stata, which allows the user to:

• pass BayES matrices and a single dataset as input to Stata
• request Stata to execute code written in its native language
• retrieve output from Stata and store it in BayES dataset and matrix items; all data to be returned from Stata are stored inside a BayES structure item

The general syntax of the stata() function is the following:⁶

where:

• <structure name> is a BayES id value which will be associated with the BayES structure that the stata() function returns. This structure will contain any Stata matrices or dataset that the user requests to be returned to BayES (using the "return" option) after execution of the Stata .do file completes.
• <Stata .do file> is a string pointing to the file which contains the code (written in Stata’s language) that Stata will be requested to execute. If this file is not in the current directory then the file name must be prepended by the path to the file, either in absolute terms (eg. "C:/MyFiles/myFile.do") or relative to the current working directory (eg. "../myFile.do"). This is the only mandatory argument of the stata() function.
• "data" specifies the data that will be passed as input to Stata. <list of matrices/dataset to pass to Stata> is a list of the id values of matrices or a dataset (comma-separated names inside curly brackets), as they appear in the Stata .do file. The list can contain any number of BayES matrices and at most one BayES dataset. When a BayES matrix is passed as input to Stata then this becomes available as a Stata matrix in Stata. When a BayES dataset is passed as input to Stata then this becomes available in Stata as its dataset.⁷ These matrices/dataset must be defined in the current workspace.
• "return" specifies the Stata objects that will be returned to BayES when execution of the .do file completes. <list of matrices to retrieve from Stata> is a list of id values (comma-separated id values inside curly brackets) that specify the names of the matrices that should be returned from Stata, as they appear in the Stata .do file. Any Stata matrix that is returned will be stored in BayES as a matrix. If a dataset is available in Stata when execution of the code contained in the provided .do file completes, then stata() retrieves this Stata dataset and stores it as a BayES dataset, even is not requested by the user.⁸ These retrieved matrices/dataset are grouped together into a BayES structure. Passing other data types (structures, models, strings, etc.) between BayES and Stata is not supported.

When the stata() function calls Stata, Stata starts only part of its GUI and executes the code contained in the provided Stata .do file. BayES automatically directs any Stata output to a log file. When execution of the code contained in the .do file completes BayES reads the Stata output and prints it on the BayES console. Therefore, BayES may appear frozen during the time Stata executes the commands in the .do file. The output printed on the BayES console is entirely determined by Stata and the commands contained in the Stata .do file provided to stata().

The sample script file in "$BayESHOME/Samples/5$-$Interfaces/stata" contains an example of using the stata() function, along with a simple Stata .do file. The Stata interface is also accessible from the BayES main menu via Interfaces → Stata^®.