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st: Could Not Find Idempotent Matrix Inverse


From   BASSOLE <l.bassole@yahoo.fr>
To   statalist@hsphsun2.harvard.edu
Subject   st: Could Not Find Idempotent Matrix Inverse
Date   Sun, 31 Oct 2004 19:48:57 +0100 (CET)

Dear all,
I trying to program to make estimate multi-way error components models with
unbalanced data structures. My program is based on Peter DAVIS (2002) article on
Journal of Econometric. When I want to make the inverse of Idempotent matrix
(Qhhvv), STATA return the error message "Matrix has missing value". But, before
making the invers, I check the missings values in the matrix and no missing
values are present. After this  I decide to calcul the determinant of this
matrix, and here STATA return dot, instead of the value of determinant. I dont
know why. Before send the mail I make the same program in TSP, and here I have
not see the programe for calculate the inverse of the same matrix (Qhhvv).
/*Create the orthogonal projection matrices for each variances component*/;
*For Household*;
mkmat idm1-idm346, matrix(hh);
mat Phh = hh*(inv(hh'*hh))*hh';
mat Qhh = INN - Phh;
*For Villages*;
mkmat codevillage1-codevillage58, matrix(vv);
mat Pvv = vv*(inv(vv'*vv))*vv';
mat Qvv = INN - Pvv;
/*Apply Lemma 1 (p.70) in Davis(2002)*/;
 *Here, X1 are households and X2 villages*;
mat Qhhvv   = Qhh*vv;
mat Qhhvv = Qhh*vv;
mat PQhhvv = Qhhvv*inv(Qhhvv'*Qhhvv)*Qhhvv';
matrix has missing values
r(504);
Does anybody know the solution to this problem?
Thank you in advance.


Léandre BASSOLE
CERDI-CNRS
65 Boulevard F. Mitterrand
Boite Postale 320
63009 Clermont-Ferrand CEDEX 1
FRANCE
Tel : 04 73 17 74 00
Fax : 04 73 17 74 28

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