thank you. I'm trying to make things compatible with stata 7/8/9 so I
think that Mata is out :(
Thanks anyway though.
Are you perhaps creating Stata matrices unnecessarily? In the pre-Mata
matrix language, commands like mat accum, mat vecaccum, mat glsaccum
allow you to avoid ever creating matrices that would be otherwise
unreasonably large: e.g. something like X' W X where W is NxN.
