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st: RE: Cholesky decomposition of residuals covariance matrix after xtmixed
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
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
[email protected]
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?
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