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RE: st: cholesky decomposition
From
Maarten buis <[email protected]>
To
stata list <[email protected]>
Subject
RE: st: cholesky decomposition
Date
Wed, 3 Nov 2010 20:02:09 +0000 (GMT)
--- Narasimhan Sowmyanarayanan wrote:
> 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"
There is no vce matrix, only a V matrix. You should have gotten
an error message immediatly after the line -matrix v = e(vce)-,
unless you are using an old version of Stata. Anyhow, you probably
want to use -matrix v = e(V)- instead.
Hope this helps,
Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
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