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From |
Sergiy Radyakin <serjradyakin@gmail.com> |

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

Subject |
Re: st: Problems with matrix multiplication and syminv |

Date |
Thu, 13 Jun 2013 20:28:10 -0400 |

no, by construction it is positive semi-definite. On Thu, Jun 13, 2013 at 8:13 PM, G. Anderson <ga274@cam.ac.uk> wrote: > Hi, > > I was using invsym on Stata- just used mata to check the rank. > > I thought by construction the outer product, X'X is positive definite? > > What I don't understand is why when X is of full rank I get rank deficient > X'X- this seems to be the source of the problem to me. Could there be some > rounding error going on with the matrix multiplication or something else > perhaps? > > Thanks, > > Gareth > > > On Jun 14 2013, Sergiy Radyakin wrote: > >> Dear Gareth, >> it might be full rank, but is it positive definite? See help for >> invsym(M), as I assume you mean invsym() not syminv() as you typed. >> In general you don't get a row of zeroes: >> >> mata >> : X=1,2\3,4 >> : op=X'X >> : iop=invsym(outerproduct) >> >> >> Best, Sergiy Radyakin >> >> On Thu, Jun 13, 2013 at 7:51 PM, G. Anderson <ga274@cam.ac.uk> wrote: >>> >>> 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 >>> >>> >>> >>> >>> >>> * >>> * For searches and help try: >>> * http://www.stata.com/help.cgi?search >>> * http://www.stata.com/support/faqs/resources/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/faqs/resources/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/faqs/resources/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/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Problems with matrix multiplication and syminv***From:*"G. Anderson" <ga274@cam.ac.uk>

**References**:**st: Problems with matrix multiplication and syminv***From:*"G. Anderson" <ga274@cam.ac.uk>

**Re: st: Problems with matrix multiplication and syminv***From:*Sergiy Radyakin <serjradyakin@gmail.com>

**Re: st: Problems with matrix multiplication and syminv***From:*"G. Anderson" <ga274@cam.ac.uk>

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