I have three matrices U1, U2 and U3 of different size. U1 is a 33x2.
U2 is 22x2. U3 is 11x2. I would like join the three matrices in Mata
to form U = (U1, U2, U3) which would be a 33x6 matrix. But as expected
there are some conformability issues here. If this were to happen I
realize that some values of U will be missing. How could I get around
this problem.
Raphael
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