Dear Statalist,
I need to find a vector w such that
X=w'V w is minimized, where V is a variance-covariance matrix. I use Stata
8.2 - does anybody know if there is a way to do this?
Thank you,
Kristin
Kristin J. Kleinjans
University of Aarhus
Department of Economics
Building 322
8000 Aarhus C
Denmark
Phone: +45 8942 1624. Fax: +45 8613 6334
E-mail: [email protected]
Website: www.econ.au.dk/vip_htm/kkleinjans/Default.htm
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