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st: matrix operations when N exceeds matsize


From   "John Harding" <John.Harding@business.uconn.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: matrix operations when N exceeds matsize
Date   Tue, 18 May 2010 13:18:01 -0400

I need to calculate the following quadratic form:  W' *M* W where W is
NxK and M is K x K
However M is the result of the following quadratic form B*VARD*B'  where
B is N x K and VARD is a K x K.   My N exceeds the 11,000 limit and so I
have been trying to figure out how to use accum, glsaccum and opaccum to
be able to calculate the above equations.


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