Jesper Kuhl
> 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.
Sounds like a case for -mkmat-.
Nick
[email protected]
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