Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: -estimates post- question


From   Mark Schaffer <M.E.Schaffer@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: -estimates post- question
Date   Tue, 19 Aug 2003 23:21:02 +0100 (BST)

Hi everybody.  I've just discovered that -estimates post- in version 7 
seems to behave inconsistently when the covariance matrix being posted is 
not positive definite.  Sometimes it posts the matrix without complaint; 
other times it bombs out with error 506, "matrix not positive definite".  A 
demonsration is below.

Any ideas about why -est post- might accept some non-pd matrices and not 
others?

--Mark

* This covariance matrix is not positive definite,
* and -est post- will refuse to post it.

. mat list Vsave

symmetric Vsave[4,4]
                                        L.            
                p           w           p       _cons
    p   .00649023
    w  -.00412379     .001033
  L.p  -.00480518   .00311278   .00541914
_cons   .15565638  -.03696101  -.14100874    1.592022

. mat list bsave

bsave[1,4]
                                  L.           
            p          w          p      _cons
y1  .19293435  .79621877  .08988469  16.236603

. matsqrt Vsave
matrix is not poisitive definite
r(504);

. est post bsave Vsave
matrix not positive definite
r(506);

* This matrix covariance matrix is also not positive definite,
* but -estimates post- will post it anyway.

. mat list Vsave2

symmetric Vsave2[4,4]
                                        L.            
                p           w           p       _cons
    p   .02953177
    w   -.0035374   .00122606
  L.p  -.02182449   .00140922   .01935147
_cons  -.01117901  -.02100185    .0169305   1.0082315

. mat list bsave2

bsave2[1,4]
                                  L.           
            p          w          p      _cons
y1  .01730217  .81018271  .21623384  16.554759

. matsqrt Vsave
matrix is not poisitive definite
r(504);

. est post bsave2 Vsave2

. mat list e(V)

symmetric e(V)[4,4]
                                        L.            
                p           w           p       _cons
    p   .02953177
    w   -.0035374   .00122606
  L.p  -.02182449   .00140922   .01935147
_cons  -.01117901  -.02100185    .0169305   1.0082315


________________________________________________________________

DISCLAIMER:

This e-mail and any files transmitted with it are confidential
and intended solely for the use of the individual or entity to
whom it is addressed.  If you are not the intended recipient
you are prohibited from using any of the information contained
in this e-mail.  In such a case, please destroy all copies in
your possession and notify the sender by reply e-mail.  Heriot
Watt University does not accept liability or responsibility
for changes made to this e-mail after it was sent, or for
viruses transmitted through this e-mail.  Opinions, comments,
conclusions and other information in this e-mail that do not
relate to the official business of Heriot Watt University are
not endorsed by it.
________________________________________________________________
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index