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From |
Sergiy Radyakin <[email protected]> |

To |
"[email protected]" <[email protected]> |

Subject |
Re: st: Problems with matrix multiplication and syminv |

Date |
Thu, 13 Jun 2013 20:05:41 -0400 |

Dear Gareth, it might be full rank, but is it positive definite? See help for invsym(M), as I assume you mean invsym() not syminv() as you typed. In general you don't get a row of zeroes: mata : X=1,2\3,4 : op=X'X : iop=invsym(outerproduct) Best, Sergiy Radyakin On Thu, Jun 13, 2013 at 7:51 PM, G. Anderson <[email protected]> wrote: > Hi, > > I am having problems with matrix multiplication and inverting matrices using > Stata. > > I want to compute the inverse of the outer product of a matrix of variables, > X Note that a lot of the values of X are zero-not sure if this is > problematic) > > so > > matrix outerproduct=X'X > matrix invouterproduct=syminv(outerproduct) > > The problem is when I calculate the syminv, I always get a row of zeros. It > seems when I change the data, the location of this row of zeros changes. > > > A quick check of the rank of X using mata shows it is of full rank (47), but > the rank of outerproduct is only 46- I'm not sure why i get this result but > suspect it has something to do with the fact that I get a row of zeros. > > Any ideas? > > > Thanks, > > Gareth > > > > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Problems with matrix multiplication and syminv***From:*"G. Anderson" <[email protected]>

**References**:**st: Problems with matrix multiplication and syminv***From:*"G. Anderson" <[email protected]>

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