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st: Problems with matrix multiplication and syminv


From   "G. Anderson" <ga274@cam.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Problems with matrix multiplication and syminv
Date   14 Jun 2013 00:51:35 +0100

Hi,

I am having problems with matrix multiplication and inverting matrices using Stata.

I want to compute the inverse of the outer product of a matrix of variables, X Note that a lot of the values of X are zero-not sure if this is problematic)

so

matrix outerproduct=X'X
matrix invouterproduct=syminv(outerproduct)

The problem is when I calculate the syminv, I always get a row of zeros. It seems when I change the data, the location of this row of zeros changes.


A quick check of the rank of X using mata shows it is of full rank (47), but the rank of outerproduct is only 46- I'm not sure why i get this result but suspect it has something to do with the fact that I get a row of zeros.

Any ideas?


Thanks,

Gareth





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