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RE: RE: st: kronecker product - matsize


From   "Martin Halla" <Martin.Halla@jku.at>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: RE: st: kronecker product - matsize
Date   Tue, 01 Feb 2005 09:39:36 +0100

Dear David,

thank you very much for your reply!,
but I  have still difficulties:

I looked up -glsaccum- in the manual, and indeed
I want to do a 'GLS-Style estimation' namely:

matrix B = inv((z*inv(z'z)*z'x)'*(inv(sigma) #
In)*x)*(z*inv(z'z)*z'x)'*(inv(sigma) # In)*y

since x,y and z are larger than matsize I used

matrix accum to generate

ZZ=z'z
ZX=z'x

and now I have: 

matrix B = inv((z*inv(ZZ)*ZX)'*(inv(sigma) #
In)*x)*(z*inv(ZZ)*ZX)'*(inv(sigma) # In)*y

but still I can not generate parts of that, namely

x,y,z and  inv(sigma) # In (!)

how can -glsaccum-  help me I do not have
something like  X'BX

thank you very much in advance
Martin Halla

-------------------------------------------
Martin HALLA 
Department of Economics
Johannes Kepler University Linz
Altenbergerstr. 69
A-4040 Linz, Austria
Martin.Halla@jku.at 

Tel.: +43-732-2468-8219
Fax: +43-732-2468-2-8219
http://www.econ.jku.at/
-------------------------------------------


>>> ddrukker@stata.com 01/31/05 9:09 pm >>>
Martin Halla <martin.halla@jku.at> asked how he could trasform some
data
when the matrix created by

. matrix w = inv(sigma) # I(2857) 

is larger than matsize.

-glsaccum- will probably do what he wants.

	-David
	 ddrukker@stata.com 
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