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st: matrix commands

From   Jesper Kuhl <[email protected]>
To   [email protected]
Subject   st: matrix commands
Date   Mon, 7 Apr 2003 13:24:52 +0100 (BST)

I am trying to use some of STATA's matrix commands, but do not really succeed, and hope some of you can give me a hint.

For my dataset I need a weighting factor (for every observation) calculated as
w=xi'(X'X)^-1 *xi, where X is a n*k matrix of all variables and all observations, and xi is a k*1 vector with the variable-values for a single observation. The middle part, (X'X)^-1, I can build using "matrix accum", but I can't get STATA to build a n*1 vector for every observation to pre- and postmultiply it with. Hope some of you might a suggestion.


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