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From |
"G. Anderson" <ga274@cam.ac.uk> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
14 Jun 2013 01:13:23 +0100 |

Hi, I was using invsym on Stata- just used mata to check the rank. I thought by construction the outer product, X'X is positive definite?

Thanks, Gareth On Jun 14 2013, Sergiy Radyakin wrote:

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 <ga274@cam.ac.uk> wrote:Hi,I am having problems with matrix multiplication and inverting matricesusing Stata.I want to compute the inverse of the outer product of a matrix ofvariables, X Note that a lot of the values of X are zero-not sure ifthis is problematic)so matrix outerproduct=X'X matrix invouterproduct=syminv(outerproduct)The problem is when I calculate the syminv, I always get a row ofzeros. It seems when I change the data, the location of this row ofzeros 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 getthis result but suspect it has something to do with the fact that I geta 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/

* * 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:*Sergiy Radyakin <serjradyakin@gmail.com>

**References**:**st: Problems with matrix multiplication and syminv***From:*"G. Anderson" <ga274@cam.ac.uk>

**Re: st: Problems with matrix multiplication and syminv***From:*Sergiy Radyakin <serjradyakin@gmail.com>

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