The code you show won't work, so it does not explain much. But your
regions X years set-up should be irrelevant. But show us the matrix:
. mat li M
Nick
[email protected]
[email protected]
Thank you martin and Nick!
My matrix M can be computed as follows:
11
21 22
31 32 33
41 42 43 44
I used the coefs' point estimates available in ereturn list computed
from 126 time-series observations and calculted the elements of matrix
for each time period:
generate 11=...
generate 21=...
...
generate 44=...
mkmat h*, mat (M)
Then the mata codes I mentioned in previous posting.
But the 126 obervations are composed of 7 regions, 18 years
(7*18=126). Does it cause the
problem?
Quoting Nick Cox <[email protected]>:
Mata never even tries to calculate any eigenvalues, as before that
point
-invvech()- chokes on what you feed it.
To hear more, you need to tell us more about your matrix M.
As Martin said, -moremata- is not invoked here and so appears
irrelevant
to your problem.
Nick
[email protected]
[email protected]
I am tring to use Mata to calculate the eigenvalues of the matrix, but
there is some problems. First, I installed the moremata package by Ben
Jann. Then, when I type:
mata:
M = st_matrix("M")
lambda = J(cols(M), 4, .)
for(t=1; t<=cols(M); t++) {
mt = invvech(M[., t])
lambda[t, .] = symeigenvalues(mt)
}
lambda
end
The output shows:
invvech(): 3498 invalid vech
<istmt>: - function returned error
------------------------------------------------------------------------
------------------------------------
r(3498);
.
. lambda
unrecognized command: lambda
r(199);
.
. end
unrecognized command: end
r(199);
if I type:
mata:
M = st_matrix("M")
lambda = J(cols(M), 4, .)
for(t=1; t<=cols(M); t++) {
mt = invvech(M[., t])
lambda[t, .] = symeigenvalues(mt)
}
the output shows:
invvech(): 3498 invalid vech
<istmt>: - function returned error
------------------------------------------------------------------------
------------------------------------
r(3498);
Do you know where's the error of my codes?
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