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Re: st: _regress (stata9)
Nick, Statalisters,
Define X as a NxK matrix (N=observations and K=independent variables). I
simply want to get X'X, where N is a very large number and K is relatively
small. N exceeds the maximum dimension for a matrix, so I am looping to
compute X'X and it takes ages.
So, since this is the formula for the OLS beta=(X'X)^-1(X'Y), and "regress"
is really fast I thought there must be an alternative way of computing X'X
in a more efficient way.
Thanks,
Rafa
----- Original Message -----
From: "Nick Winter" <[email protected]>
To: <[email protected]>
Sent: Friday, February 15, 2008 10:04 AM
Subject: Re: st: _regress (stata9)
Yes, that is what it means. If you say why you want it, people might have
useful suggestions, however.
- NW
R.E. De Hoyos wrote:
Thanks Scott,
Does this mean that I cannot access the code of _regress?
Rafa
----- Original Message ----- From: "Scott Merryman"
<[email protected]>
To: <[email protected]>
Sent: Thursday, February 14, 2008 9:22 PM
Subject: Re: st: _regress (stata9)
On Thu, Feb 14, 2008 at 6:58 PM, R.E. De Hoyos <[email protected]>
wrote:
I am working under stata9 and I am trying to access the ADO for routine
_regress, which is the core part of the command "regress". I checked
under:
C:\Program Files\Stata9\ado\base\_
but I couldn't find this command, is there a way I can access _regress?
No.
It is not an ado file but a built in command
. which _regress
built-in command: _regress
Scott
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--------------------------------------------------------------
Nicholas Winter 434.924.6994 t
Assistant Professor 434.924.3359 f
Department of Politics [email protected] e
University of Virginia faculty.virginia.edu/nwinter w
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