Rephrase of earlier post: how might one calculate such things as cross-product matrices without storing Xs as matrices?

[Jake <daedalus702@yahoo.com>]

In a previous post, I had asked how matrix accum works.  Nick Cox replied that it was a very clever algorithm proprietary to Stata.  Stata's awesome :)   

Maybe I should rephrase my question.  How might one go about calculating such things as cross-product matrices without swamping memory by storing entire lists of independent variables as matrices?  

Thank you,

Jacob Felson



      
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