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Re: st: _regress (stata9)


From   "R.E. De Hoyos" <redeho@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: _regress (stata9)
Date   Fri, 15 Feb 2008 17:14:11 -0500

Nick, Statalisters,

Define X as a NxK matrix (N=observations and K=independent variables). I simply want to get X'X, where N is a very large number and K is relatively small. N exceeds the maximum dimension for a matrix, so I am looping to compute X'X and it takes ages.

So, since this is the formula for the OLS beta=(X'X)^-1(X'Y), and "regress" is really fast I thought there must be an alternative way of computing X'X in a more efficient way.

Thanks,
Rafa


----- Original Message ----- From: "Nick Winter" <nwinter@virginia.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Friday, February 15, 2008 10:04 AM
Subject: Re: st: _regress (stata9)



Yes, that is what it means. If you say why you want it, people might have useful suggestions, however.

- NW

R.E. De Hoyos wrote:

Thanks Scott,

Does this mean that I cannot access the code of _regress?

Rafa

----- Original Message ----- From: "Scott Merryman" <scott.merryman@gmail.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Thursday, February 14, 2008 9:22 PM
Subject: Re: st: _regress (stata9)



On Thu, Feb 14, 2008 at 6:58 PM, R.E. De Hoyos <redeho@hotmail.com> wrote:

I am working under stata9 and I am trying to access the ADO for routine
_regress, which is the core part of the command "regress". I checked under:

C:\Program Files\Stata9\ado\base\_

but I couldn't find this command, is there a way I can access _regress?

No.
It is not an ado file but a built in command


. which _regress
built-in command:  _regress

Scott
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