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st: re: calculating determinant of Hessian matrix over observations


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: re: calculating determinant of Hessian matrix over observations
Date   Mon, 1 Oct 2007 19:37:53 -0400

Asgar said

As Michael said, it might be easy directly to calculate the determinant
of a matrix 2 by 2 by -gen- command, but calculating the determinants of
matrices with higher degrees such as 3 by 3 and higher might be
difficult by -gen- command , so the question still remains how can I do
it through a loop using-det- command?


My earlier posting shows how to do that. You must generate the new variable outside the loop and replace in a single observation within the loop.



Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


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