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From |
"Zurab Sajaia" <zsajaia@hotmail.com> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: _regress (stata9) |

Date |
Fri, 15 Feb 2008 17:18:08 -0500 |

Hi Rafa,

try -matrix accum- (and related commands)

Zurab

----- Original Message ----- From: "R.E. De Hoyos" <redeho@hotmail.com>

To: <statalist@hsphsun2.harvard.edu>

Sent: Friday, February 15, 2008 5:14 PM

Subject: Re: st: _regress (stata9)

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 * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/* * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/-- -------------------------------------------------------------- Nicholas Winter 434.924.6994 t Assistant Professor 434.924.3359 f Department of Politics nwinter@virginia.edu e University of Virginia faculty.virginia.edu/nwinter w PO Box 400787, 100 Cabell Hall Charlottesville, VA 22904 * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/* * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

* * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: _regress (stata9)***From:*"Austin Nichols" <austinnichols@gmail.com>

**References**:**st: _regress (stata9)***From:*"R.E. De Hoyos" <redeho@hotmail.com>

**Re: st: _regress (stata9)***From:*"Scott Merryman" <scott.merryman@gmail.com>

**Re: st: _regress (stata9)***From:*"R.E. De Hoyos" <redeho@hotmail.com>

**Re: st: _regress (stata9)***From:*Nick Winter <nwinter@virginia.edu>

**Re: st: _regress (stata9)***From:*"R.E. De Hoyos" <redeho@hotmail.com>

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