Mata is both an interactive environment for manipulating matrices and a full development environment that produces compiled and optimized code. This talk will cover both applications, with an emphasis on how you can use Mata to quickly program solutions and how you can easily create new Stata commands with Mata. (Mata is fully integrated with Stata). As you learn how to use Mata, it will become clear why Stata developers chose to implement some of the major new features in Stata 9 using Mata, including linear mixed models and multinomial probit.
