Stephen Younger <[email protected]>:
I sincerely doubt you need to calculate such large products, but see
help mat accum
help mf_cross
Maybe if you describe the actual calculation, using a -sysuse- dataset like so:
sysuse auto, clear
reg mpg wei, nohe
mat li e(V)
mat accum xx=wei
predict e, res
g e2=e^2
su e2
loc s=r(mean)
mat V=74/(72)*`s'*invsym(xx)
mat li V
someone can suggest a more efficient solution (probably using Mata).
Are you by any chance recreating the -cluster- option?
On Wed, Mar 5, 2008 at 10:13 AM, Stephen D Younger <[email protected]> wrote:
> Hello,
>
> I need to calculate outer products of data vectors to estimate the
> standard errors of income or tax shares. Ideally, these would be
> (NxK)*(KxN), though (Nx1)*(1xN) would do. N is pretty large, 1000-5000
> records, usually. Is there a way to do this in Stata?
>
> --
> Stephen D. Younger
> [email protected]
> 607 274 3134
>
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