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From |
"Alfonso Miranda" <ecrgw@csv.warwick.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: Re: Re: RE: matrix algebra |

Date |
Tue, 1 Oct 2002 21:06:43 +0100 |

Dear statalisters, Regarding my last post on matrix algebra I find that Nick's idea would work with a small n. But if n is huge (as it is my case) the command matrix Y = J(`n',`n',0) will retun code 908 (matzise too small). Any other ideas? Thank you, Alfonso. > ----- Original Message ----- > From: "Nick Cox" <n.j.cox@durham.ac.uk> > To: <statalist@hsphsun2.harvard.edu> > Sent: Wednesday, October 02, 2002 7:38 PM > Subject: st: RE: matrix algebra > > > > Alfonso Miranda > > > > > > I need to calculate a matrix product that has the following form > > > > > > B = G'YG > > > > > > where G is a n x k matrix and Y is a n x n diagonal matrix. > > > My problem is: > > > > > > (a) G should be formed with information for some variables, > > > say, a1 a2 a3. I > > > have n observations for each variable. > > > > > > (a) I have the information of the diagonal of Y in variable > > > called e. So I > > > need to use e to create matrix Y. > > > > > > (b) n is very large (more than 20,000 observations) so it > > > is imposible to > > > create a nxn diagonal matrix with elements in the diagonal > > > entries in e. > > > > > > I guess I need to use something like: > > > > > > matrix glsaccum B = a1 a2 a3, glsmat(Y) > > > > > > But first I must define Y. Can anyone help me in this one? > > > > One way to do it > > > > . local n = _N > > . matrix Y = J(`n',`n',0) > > . forval i = 1 / `n' { > > . matrix Y[`i',`i'] = myvar[`i'] > > . } > > > > Nick > > n.j.cox@durham.ac.uk > > * > > * For searches and help try: > > * http://www.stata.com/support/faqs/res/findit.html > > * http://www.stata.com/support/statalist/faq > > * http://www.ats.ucla.edu/stat/stata/ > > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: RE: matrix algebra***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

**st: Re: RE: matrix algebra***From:*"Alfonso Miranda" <ecrgw@csv.warwick.ac.uk>

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