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st: Matrix Accum, Please help me out


From   "Lee Chuntao" <chtl@econ.hku.hk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Matrix Accum, Please help me out
Date   Fri, 13 Jun 2003 10:14:30 +0800

Dear statalisters,

sorry that i have to post this question again, because i need your help!

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?

Many Thanks

C. T. Lee

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