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st: RE: RE: Cholesky decomposition of residuals covariance matrix after xtmixed
From
"Fotios Drenos" <[email protected]>
To
<[email protected]>
Subject
st: RE: RE: Cholesky decomposition of residuals covariance matrix after xtmixed
Date
Sun, 5 Dec 2010 13:35:53 -0000
Hi Nick,
Thank you for the reply but I am still not sure how MATA will help. The
xtmixed command will not return the residuals covariance matrix of the model
for the Cholesky decomposition. Do you mean predicting the matrix getting
into MATA, exporting to STATA and apply the Cholesky command? Is there an
alternative? Can you give an example using the pig data from STATA?
Best wishes
Fotios
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Nick Cox
Sent: 03 December 2010 18:08
To: '[email protected]'
Subject: st: RE: Cholesky decomposition of residuals covariance matrix after
xtmixed
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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