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From |
"Austin Nichols" <[email protected]> |

To |
[email protected] |

Subject |
Re: st: matrix problems |

Date |
Thu, 7 Feb 2008 21:23:00 -0500 |

Dennis Coates <[email protected]>: You seem to have a matrix of less than full rank, within the limits of computer precision, i.e. no true inverse exists. -help matrix_functions- says: inv(M) Domain: n x n nonsingular matrices Range: n x n matrices Description: returns the inverse of the matrix M. If M is singular, this will result in an error. The function invsym() should be used in preference to inv() because invsym() is more accurate. The row names of the result are obtained from the column names of M, and the column names of the results are obtained from the row names of M. invsym(M) Domain: n x n symmetric matrices Range: n x n symmetric matrices Description: returns the inverse of the M if M is positive definite. If M is not positive definite, rows will be inverted until the diagonal terms are zero or negative; the rows and columns corresponding to these terms will be set to 0, producing a g2 inverse. The row names of the result are obtained from the column names of M, and the column names of the result are obtained from the row names of M. On Feb 7, 2008 10:32 AM, Dennis Coates <[email protected]> wrote: > Hi statalisters, > > I am trying to program the Chernozhukov-Hansen Wald statistics for > robust inference with weak instruments with overidentification. > matrix see = (1/rowsof(Z))*Z'*epsilon*epsilon'*Z > matrix seeinv = inv(see) > . matrix list see > > symmetric see[3,3] > c1 c2 c3 > r1 195.5102 > r2 27.943648 3.9938963 > r3 -67.939952 -9.71044 23.609187 > > . matrix list seeinv > > symmetric seeinv[3,3] > c1 c2 c3 > r1 .00511482 > r2 0 0 > r3 0 0 0 > > Obviously, the product of see and seeinv does not produce an identity > matrix. Using syminv to create the inverse matrix did not resolve matters. * * 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/

**References**:**st: matrix problems***From:*Dennis Coates <[email protected]>

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