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st: cholesky decomposition
From
Narasimhan Sowmyanarayanan <[email protected]>
To
[email protected]
Subject
st: cholesky decomposition
Date
Wed, 3 Nov 2010 15:54:24 -0400
I am trying to do the cholesky decomposition of the vce matrix in
stata and am finding that it says its not positive definite. After
running the regression I specify
reg x y z
matrix v = e(vce)
matrix c = cholesky(v)
I get the following error:
"cholesky(): matrix has missing values"
I checked the help in stata and it says that I can use _cholesky()
option. But if I try that then I get the following
. matrix c = _cholesky(v)
unknown function _cholesky()
I was wondering if I am doing something wrong ? Some insights will be
highly appreciated from the knowledgeable members.
Best
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