Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: RE: use Mata to calculate the eigenvalues of the matrix


From   jjc.li@utoronto.ca
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: use Mata to calculate the eigenvalues of the matrix
Date   Sun, 08 Mar 2009 14:57:52 -0400

Thank you martin and Nick!

My matrix M can be computed as follows:

11
21  22
31  32  33
41  42  43  44


I used the coefs' point estimates available in ereturn list computed from 126 time-series observations and calculted the elements of matrix for each time period:

generate 11=...
generate 21=...
...
generate 44=...
mkmat h*, mat (M)

Then the mata codes I mentioned in previous posting.

But the 126 obervations are composed of 7 regions, 18 years (7*18=126). Does it cause the
problem?






Quoting Nick Cox <n.j.cox@durham.ac.uk>:

Mata never even tries to calculate any eigenvalues, as before that point
-invvech()- chokes on what you feed it.

To hear more, you need to tell us more about your matrix M.

As Martin said, -moremata- is not invoked here and so appears irrelevant
to your problem.

Nick
n.j.cox@durham.ac.uk

jjc.li@utoronto.ca

I am tring to use Mata to calculate the eigenvalues of the matrix, but
there is some problems. First, I installed the moremata package by Ben
Jann. Then, when I type:

mata:
M = st_matrix("M")
lambda = J(cols(M), 4, .)
for(t=1; t<=cols(M); t++) {
mt = invvech(M[., t])
lambda[t, .] = symeigenvalues(mt)
}
lambda
end

The output shows:

                invvech():  3498  invalid vech
                  <istmt>:     -  function returned error
------------------------------------------------------------------------
------------------------------------
r(3498);

.
. lambda
unrecognized command:  lambda
r(199);

.
. end
unrecognized command:  end
r(199);


if I type:
mata:
M = st_matrix("M")
lambda = J(cols(M), 4, .)
for(t=1; t<=cols(M); t++) {
mt = invvech(M[., t])
lambda[t, .] = symeigenvalues(mt)
}

the output shows:

                invvech():  3498  invalid vech
                  <istmt>:     -  function returned error
------------------------------------------------------------------------
------------------------------------
r(3498);


Do you know where's the error of my codes?

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/





*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index