At 07:41 PM 4/5/2004 -0500, Scott Merryman wrote:
Don't you need to add a column of 1s to the X matrix for the intercept?
Yet another way to do it (which might be handy if the data set is large):
. sysuse auto
(1978 Automobile Data)
. mat accum xprimex = mpg weight
(obs=74)
. mat vecaccum yprimex = price mpg weight
. mat xprimey = yprimex'
. mat b = inv(xprimex)*xprimey
. mat list b
b[3,1]
price
mpg -49.512221
weight 1.7465592
_cons 1946.0687
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
FAX: (574)288-4373
HOME: (574)289-5227
EMAIL: [email protected]
WWW (personal): http://www.nd.edu/~rwilliam
WWW (department): http://www.nd.edu/~soc
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
