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Re: st: _regress (stata9)


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: _regress (stata9)
Date   Fri, 15 Feb 2008 17:43:47 -0500

"R.E. De Hoyos" <redeho@hotmail.com>:
Also see
help mf_cross

On Feb 15, 2008 5:18 PM, Zurab Sajaia <zsajaia@hotmail.com> wrote:
> 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.
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