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st: re: matrix question
From 
 
Christopher Baum <[email protected]> 
To 
 
"[email protected]" <[email protected]> 
Subject 
 
st: re: matrix question 
Date 
 
Sun, 5 Feb 2012 22:18:06 -0500 
<>
Duh! The transformation matrix can readily be computed as a Kronecker product:
mata
bigmat = runiform(15,6)
eye = I(rows(bigmat) / 5)
bee = J(1, 5, 1/5)
transmat = eye # bee
reduced = transmat * bigmat
bigmat
reduced
end
Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                             An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
  An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html
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