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st: Matrix Accum
I need to calculate a matrix product that has the following form
B = G'WG
where G is a n x k matrix and W 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(W)
but stata's "matrix glsaccum" need two other options, which is group() and
row(), can anyone help me out?
C. T. Lee
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