st: computing the inverse square root of a matrix

[Elizabeth Bruch <bruch@stat.ucla.edu>]

Hi all,

I need to compute the inverse square root of a dispersion matrix, e.g., 
X^(-1/2), where X is a square matrix. Does anyone know how to compute the 
inverse square root of a matrix in Stata? I cannot seem to find any info on 
this either the programming manual or the matrix information in the User's 
Guide.

Thanks very much,
Elizabeth Bruch

____________________________________________________
Department of Sociology and Statistics
University of California at Los Angeles
Los Angeles, CA
90095-1551
(310) 650-8533 (o)
(310) 206-9838 (f)

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