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

st: RE: robust variance estimator for two stage models


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: robust variance estimator for two stage models
Date   Thu, 8 Apr 2004 13:50:08 +0100

-mkmat- has such has no limit on matrix 
size. The limit you are referring to is the 
limit on matrix size in Intercooled Stata. 
Stata/SE has a much bigger limit, 11000. 

Nick 
n.j.cox@durham.ac.uk 

Shao, Ling
 
> I am able to obtain the components of the A & B matrices in 
> Hardin's article mathematically, but cannot implement it 
> correctly in Stata. It seems that I cannot do it without 
> using "mkmat" command which limits the dimension of matrices 
> to 800. Is there any idea to get around the problem of small 
> matrix size? 

*
*   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