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st: Matrix Accum


From   "Lee Chuntao" <chtl@econ.hku.hk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Matrix Accum
Date   Thu, 12 Jun 2003 23:21:07 +0800

Dear Listers,

      Dear statalisters,

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 k x k matrix.

suppose k=3, G=(a1,a2,a3), and my weight matrix is W, which is symmetric and
is used for all the observations.

I guess I need to use something like:

matrix glsaccum B = a1 a2 a3, glsmat(Y)

but stata's "matrix glsaccum" need two other options, which is group() and
row(), can anyone help me out?

Many Thanks

C. T. Lee


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