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st: cross products in mata


From   Edwin Leuven <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: cross products in mata
Date   Mon, 6 Jul 2009 14:30:38 +0200

hello,

i have a view X on k variables and a (k x k) matrix W

i need a vector where row i equals X[i,.]*W*X[i,.]'

at the moment i do the following

xwx = J(st_nobs(), 1, .)
for (i=1; i<=st_nobs(); ++i) 
    xwx[i] = X[i,.]*W*X[i,.]'

which does the trick, but i was wondering whether it is possible to speed this up?

thanks in advance for your suggestions.

regards, edwin
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