Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: RE: Cholesky decomposition of residuals covariance matrix after xtmixed


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Cholesky decomposition of residuals covariance matrix after xtmixed
Date   Fri, 3 Dec 2010 18:07:41 +0000

Use Mata, not Stata [sic]. 

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

Fotios Drenos

I am running a mixed linear model using the xtmixed command and I would like
to apply a Cholesky decomposition on the covariance matrix of the model
residuals. Is this possible in STATA? Is there a workaround?

*
*   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   |   Site index