hello,
i have a view X on k variables and a (k x k) matrix W
i need a vector where row i equals X[i,.]*W*X[i,.]'
at the moment i do the following
xwx = J(st_nobs(), 1, .)
for (i=1; i<=st_nobs(); ++i)
xwx[i] = X[i,.]*W*X[i,.]'
which does the trick, but i was wondering whether it is possible to speed this up?
thanks in advance for your suggestions.
regards, edwin
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