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 15:22:14 -0400



M[126,16]
halflnpllnpl	halflnpklnpk	halflnpmlnpm	halflnpelnpe halflnqlnq halftt	h11
r1     55.698589	3.6893287	7.4771399	18.149426	50.228111	.5	-.08101387
r2     55.925751	4.2461691	7.5901814	17.818066	50.520424	2	-.07783842
r3     55.890606	5.0145068	8.2533903	17.348637	49.332706	4.5	-.06268991
r4      55.84235	6.8188863	8.1996651	17.327908	48.37619	8	-.04702383
r5     55.992165	11.663833	8.5312452	17.296404	48.428661	12.5	-.04062275
r6     56.231369	6.2716689	9.8907461	17.231161	47.613789	18	-.02769819
..................................................................omitted
r125	59.936024	6.0803957	8.1817226	11.001316	48.745419	144.5	-.10420492
r126	62.886497	5.7553158	8.4018955	11.243708	47.780876	162	-.11177195


	h21	h31	h41	h22	h32	h42	h33
r1	.0058905	.04511028	.02139651	-.03382511	.03340751	-.0086062	-.10248575
r2	.00514857	.05326439	.02111828	-.03219827	.03637264	-.00870738	-.07974763
....................................................................omitted
r126	.01168905	.07623301	.02273416	-.0396621	.03610333	-.00847654	-.10935289



               h43           h44
  r1    -.00469169     -.0092736
  r2    -.00357977     -.0086003
....................................................................omitted
  r126    -.00577275     -.0086003



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

The code you show won't work, so it does not explain much. But your
regions X years set-up should be irrelevant. But show us the matrix:

. mat li M

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

jjc.li@utoronto.ca

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