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Re: st: _regress (stata9)
Dear Zurab and Austin, thanks for your suggestions.
Rafa
----- Original Message -----
From: "Austin Nichols" <[email protected]>
To: <[email protected]>
Sent: Friday, February 15, 2008 5:43 PM
Subject: Re: st: _regress (stata9)
"R.E. De Hoyos" <[email protected]>:
Also see
help mf_cross
On Feb 15, 2008 5:18 PM, Zurab Sajaia <[email protected]> wrote:
Hi Rafa,
try -matrix accum- (and related commands)
Zurab
----- Original Message -----
From: "R.E. De Hoyos" <[email protected]>
To: <[email protected]>
Sent: Friday, February 15, 2008 5:14 PM
Subject: Re: st: _regress (stata9)
> Nick, Statalisters,
>
> Define X as a NxK matrix (N=observations and K=independent variables).
> I
> simply want to get X'X, where N is a very large number and K is
> relatively
> small. N exceeds the maximum dimension for a matrix, so I am looping to
> compute X'X and it takes ages.
>
> So, since this is the formula for the OLS beta=(X'X)^-1(X'Y), and
> "regress" is really fast I thought there must be an alternative way of
> computing X'X in a more efficient way.
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* http://www.ats.ucla.edu/stat/stata/