\chapter{Gretl and Stata}
\label{chap:gretlStata}

\app{Stata} (\url{www.stata.com}) is closed-source, proprietary (and
expensive) software and as such is not a natural companion to
\app{gretl}. Nonetheless, given \app{Stata}'s popularity it is
desirable to have a convenient way of comparing results across the two
programs, and to that end we provide limited support for \app{Stata}
code under the \texttt{foreign} command.

The following example illustrates what's available. You can send the
current \app{gretl} dataset to \app{Stata} using the
\option{send-data} flag. And having defined a matrix within
\app{Stata} you can export it for use with \app{gretl} via the
\verb|gretl_export| command: this takes two arguments, the name of the
matrix to export and the filename to use; the file is written to the
user's ``dotdir'', from where it can be retrieved using the
\texttt{mread()} function.\footnote{We do not currently offer the
  complementary functionality of \verb|gretl_loadmat|, which enables
  reading of matrices written by \app{gretl}'s \texttt{mwrite()}
  function in \app{Ox} and \app{Octave}. This is not at all easy to
  implement in \app{Stata} code.} To suppress printed output
from \app{Stata} you can add the \option{quiet} flag to the
\texttt{foreign} block.


\begin{script}[htbp]
  \caption{Comparison of clustered standard errors with \app{Stata}}
\begin{scode}
function matrix stata_reorder (matrix se)
  # stata puts the intercept last, but gretl puts it first
  scalar n = rows(se)
  return se[n] | se[1:n-1]
end function

open data4-1
ols 1 0 2 3 --cluster=bedrms
matrix se = $stderr

foreign language=stata --send-data
  regress price sqft bedrms, vce(cluster bedrms)
  matrix vcv = e(V)
  gretl_export vcv "vcv.mat"
end foreign

matrix stata_vcv = mread("@dotdir/vcv.mat")
stata_se = stata_reorder(sqrt(diag(stata_vcv)))
matrix check = se - stata_se
print check
\end{scode}
\label{Stata-test}
\end{script}

Note that there is no support for editing \app{Stata} scripts via the
\app{gretl} GUI. Also note that \app{Stata} coerces all variable
names to lower-case on data input, so even if series names in
\app{gretl} are upper-case, or of mixed case, it's necessary to use
all lower-case in \app{Stata}. 

%%% Local Variables: 
%%% mode: latex
%%% TeX-master: "gretl-guide"
%%% End: 

