Mata, the missing manual

Mata is Stata's matrix programming language. StataCorp provides detailed documentation on it, but so far has failed to give users-and especially users who add new features to Stata-any guidance in when and how to use the language. This talk provides what has been missing. In practical ways, this talk shows how to include Mata code in Stata ado-files, it reveals when to include Mata code and when not to, and it provides an introduction to the broad concepts of Mata, the concepts that will make the Mata Reference Manual approachable.