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Re: st: cholesky decomposition
From
Narasimhan Sowmyanarayanan <[email protected]>
To
[email protected]
Subject
Re: st: cholesky decomposition
Date
Wed, 3 Nov 2010 16:07:23 -0400
it is truly a silly mistake ! My apologies.
On Wed, Nov 3, 2010 at 4:02 PM, Maarten buis <[email protected]> wrote:
> --- 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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