Thanks for your reply, Nick, but how do I use "mkmat" to build a vector for a single obs.? "mkmat" is set up to build vectors for every variable or a matrix for all variables, as far as I can see.
Jesper
In message <[email protected]> [email protected] writes:
> Jesper Kuhl
>
> > I am trying to use some of STATA's matrix commands, but do
> > not really succeed, and hope some of you can give me a hint.
> >
> > For my dataset I need a weighting factor (for every
> > observation) calculated as
> > w=xi'(X'X)^-1 *xi, where X is a n*k matrix of all variables
> > and all observations, and xi is a k*1 vector with the
> > variable-values for a single observation. The middle part,
> > (X'X)^-1, I can build using "matrix accum", but I can't get
> > STATA to build a n*1 vector for every observation to pre-
> > and postmultiply it with. Hope some of you might a suggestion.
>
> Sounds like a case for -mkmat-.
>
> Nick
> [email protected]
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>
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