st: RE: AW: cross products in mata

[Edwin Leuven <edwin.leuven@ensae.fr>]

Martin wrote:
> help mf_cross

i have been there, but did not see how it can help me (perhaps i am overlooking something). 

for clarification: my weighting matrix W is not diagonal, and then there is the question whether i can avoid the loop:

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


edwin
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