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| From | Nick Cox <n.j.cox@durham.ac.uk> |
| To | "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu> |
| Subject | st: RE: Cholesky decomposition of residuals covariance matrix after xtmixed |
| Date | Fri, 3 Dec 2010 18:07:41 +0000 |
Use Mata, not Stata [sic]. Nick n.j.cox@durham.ac.uk Fotios Drenos I am running a mixed linear model using the xtmixed command and I would like to apply a Cholesky decomposition on the covariance matrix of the model residuals. Is this possible in STATA? Is there a workaround? * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/