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st: RE: robust variance estimator for two stage models


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: robust variance estimator for two stage models
Date   Thu, 8 Apr 2004 13:50:08 +0100

-mkmat- has such has no limit on matrix 
size. The limit you are referring to is the 
limit on matrix size in Intercooled Stata. 
Stata/SE has a much bigger limit, 11000. 

Nick 
[email protected] 

Shao, Ling
 
> I am able to obtain the components of the A & B matrices in 
> Hardin's article mathematically, but cannot implement it 
> correctly in Stata. It seems that I cannot do it without 
> using "mkmat" command which limits the dimension of matrices 
> to 800. Is there any idea to get around the problem of small 
> matrix size? 

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