Jeff Pitblado has a program on the StataCorp website.
. findit root matrix
Nick
[email protected]
Elizabeth Bruch
> I need to compute the inverse square root of a dispersion
> matrix, e.g.,
> X^(-1/2), where X is a square matrix. Does anyone know how
> to compute the
> inverse square root of a matrix in Stata? I cannot seem to
> find any info on
> this either the programming manual or the matrix
> information in the User's Guide.
*
* 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/
