st: Re: Finding a vector minimizing the variance with Stata 8.2

["Michael Blasnik" <michael.blasnik@verizon.net>]

How about w=0?    ;)

M Blasnik

----- Original Message ----- 
From: "Kristin J. Kleinjans" <kkleinjans@econ.dk>
To: <statalist@hsphsun2.harvard.edu>
Sent: Monday, July 17, 2006 9:27 AM
Subject: st: Finding a vector minimizing the variance with Stata 8.2



> 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
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