Below we take away some of the mystery and show you how Mata works. Everyone, we suspect, will find this entertaining, and advanced users will find the description useful for predicting what Mata will do when faced with unusual situations. Remarks and examples stata.com Remarks are presented under the following headings: What happens when you define a program What happens when you work interactively What happens when you type a mata environment command Working with object code I:.mo files Working with object code II:.mlib libraries The Mata environment If you are reading the entries in the order suggested in [M-0] intro, browse [M-1] intro next for sections that interest you, and then see [M-2] syntax. What happens when you define a program...