Re: st: _regress (stata9)

["Zurab Sajaia" <zsajaia@hotmail.com>]

Hi Rafa,

try -matrix accum- (and related commands)

Zurab


----- Original Message ----- 
From: "R.E. De Hoyos" <redeho@hotmail.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Friday, February 15, 2008 5:14 PM
Subject: 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" <nwinter@virginia.edu>
> To: <statalist@hsphsun2.harvard.edu>
> 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" 
> > > <scott.merryman@gmail.com>
> > > To: <statalist@hsphsun2.harvard.edu>
> > > 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 <redeho@hotmail.com> 
> > > > 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                  nwinter@virginia.edu e
> > University of Virginia          faculty.virginia.edu/nwinter w
> > PO Box 400787, 100 Cabell Hall
> > Charlottesville, VA 22904
> >
> > *
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> *
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*
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