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

[Kit Baum <baum@bc.edu>]

<>
You might find

http://ideas.repec.org/p/boc/fsug08/7.html

helpful.

Kit

Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


On Jan 12, 2009, at 02:33 , Jacob wrote:

> 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?

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