Nevo, Dorit
>
> I'm trying to calculate the determinant of a matrix within
> a Monte Carlo
> simulation program. The matrix takes variables that are
> calculated in
> previous steps in the program.
>
> The specific command I included is:
> matrix H =
> (0,Fc,Fk,Fl\Fc,Fcc,Fck,Fcl\Fk,Fck,Fkk,Fkl\Fl,Fcl,Fkl,Fll)
> gen detH = det(H)
>
> Fc, Fk, etc are calculated earlier in the program file.
>
> However - I get an error message "Fc not found"
Stata won't allow you to insert a whole variable
in this position, even if it only obtains one
observation. The strange message is emitted because
Stata is prepared to put named scalars in like
this, but evidently you have no scalar named -Fc-.
You can specify Fc[1] or whatever to insert
particular values for a variable.
On the whole it seems likely that it would be much
better style and more efficient for the upstream
calculation to produce scalars, not variables, but
in the absence of most of your code, that's
a guess.
But you _are_ putting a determinant -- one number --
in the new variable -detH-, and that is not
necessary on the face of it.
What might make sense to loop around roughly like
this
gen detH = .
forval i = 1 / whatever {
do some stuff
form the matrix H
qui replace detH = det(H) in `i'
}
Nick
[email protected]
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