Jesper Kuhl
> >
> > > I am trying to use some of STATA's matrix commands, but do
> > > not really succeed, and hope some of you can give me a hint.
> > >
> > > For my dataset I need a weighting factor (for every
> > > observation) calculated as
> > > w=xi'(X'X)^-1 *xi, where X is a n*k matrix of all variables
> > > and all observations, and xi is a k*1 vector with the
> > > variable-values for a single observation. The middle part,
> > > (X'X)^-1, I can build using "matrix accum", but I can't get
> > > STATA to build a n*1 vector for every observation to pre-
> > > and postmultiply it with. Hope some of you might a suggestion.
> >
>
> Thanks for your reply, Nick, but how do I use "mkmat" to
> build a vector for a single obs.? "mkmat" is set up to
> build vectors for every variable or a matrix for all
> variables, as far as I can see.
I was not reading carefully enough!
1. -xpose- first.
or
2.
Suppose you have ten variables
and you want observation 42 to go in a vector:
mat foo = J(10,1,1)
local i = 1
foreach v of var <varlist> {
mat foo[`i++',1] = `v'[42]
}
It sounds as if you need this within a loop:
mat foo = J(10,1,1)
forval j = 1 / `=_N' {
...
local i = 1
foreach v of var <varlist> {
mat foo[`i++',1] = `v'[`j']
}
...
}
Nick
n.j.cox@durham.ac.uk
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