Hi,
I estimated some t_ij coefficients. For example n=3 : I estimated t11 t12 t13
t23 and t33.
Then I have a upper triangular matrix T :
t11 t12 t13
0 0 t23
0 0 t33
I want to estimate Teta_ij coefficients from a Teta matrix verifying :
Teta = - T'T
I know the nlcom command and my first idea is :
1) use nlcom to have the T' elements (called u_ij) estimated
nlcom (u11 : t11) (u12 : t12) (u22 : t22) (u31 : t13) (u32 : t23) (u33 : t33),
post
2) use nlcom to estimate the Teta_ij elements (matrix product) (with some local
macro)
forvalues i=1/3 {
forvalues j=1/3 {
local teta`i'`j' "(teta_`i`j' :"
forvalues k=1/2 {
local add "(u`i'`k' * t`k'`j')+"
local teta`i'`j' "`teta`i'`j'' `add'"
}
local end "(u`i'3 * t3`j')"
local teta`i'`j' "`teta`i'`j'' `end')"
}
}
nlcom `teta`i'`j'',post
I think an easier solution exists. If someone has an idea...
Thanks a lot.
Val�rie
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