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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: matrix operations when N exceeds matsize |

Date |
Tue, 18 May 2010 19:28:57 +0200 |

<> Isn`t -mata- a good solution here? HTH Martin -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of John Harding Sent: Dienstag, 18. Mai 2010 19:18 To: statalist@hsphsun2.harvard.edu Subject: st: matrix operations when N exceeds matsize 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. * * 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/

**References**:**st: matrix operations when N exceeds matsize***From:*"John Harding" <John.Harding@business.uconn.edu>

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