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st: RE: robust variance estimator for two stage models
-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.
> 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?
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