Michael Blasnik
>
> Unless I'm misreading what you want, why don't you just use:
>
> mat accum a1 a2 a3 [aw=e]
>
> or some variant (aw=1/e?) that employs mat accum's weight option.
>
> I think, for your problem's size (n=20,000), Nick's
> suggested solution
> exceeds the limits of even Stata SE (which I think is
> 11,000 x 11,000 on
> matrices).
Correct, of course. Although the matrix desired is
k X n X n X n X n X k = k X k,
no imtermediate step creating an n X n matrix is any
use if n is bigger than the Stata limit.
Nick
n.j.cox@durham.ac.uk
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