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Re: st: Which inverter? (was: RE: RE: ivreg2 weak-id statistic and quadratic terms)
From
Scott Merryman <[email protected]>
To
[email protected]
Subject
Re: st: Which inverter? (was: RE: RE: ivreg2 weak-id statistic and quadratic terms)
Date
Tue, 21 Feb 2012 11:45:46 -0600
Is it that the tolerance is very large due to the large value of
max(S)? Changing the tolerance does result in values that are close
to the scaled data:
. *max(S)
. mata: max(svdsv(XX))
1.31904e+15
. *value of tolerance
. mata: max(svdsv(XX))*max(y)*epsilon(1)
7.615041406
. mata: beta_sv2=svsolve(XX,Xy,.,-max(svdsv(XX))*max(y)*epsilon(1))
. mata: beta_sv2
1
+----------------+
1 | .755934374 |
2 | .0032936694 |
3 | -1.97687e-06 |
4 | .001060688 |
+----------------+
. mata: beta_sv2=svsolve(XX,Xy,.,-epsilon(1))
. mata: beta_sv2
1
+----------------+
1 | .6979560211 |
2 | -.0218987055 |
3 | 1.97388e-06 |
4 | 41.39947923 |
+----------------+
. *Compare to scaled data
. mata: beta_sv1=svsolve(XX1,Xy1)
. mata: beta_sv1
1
+----------------+
1 | .6979557583 |
2 | -21.89870042 |
3 | 1.973884277 |
4 | 41.39947954 |
+----------------+
Scott
On Mon, Feb 20, 2012 at 6:11 PM, Schaffer, Mark E <[email protected]> wrote:
> Hi all. I have traced the problem to the choice of inverter. At least,
> it's definitely the problem in the auto dataset example below, and I'll
> bet it's the source of Miroslav's problem as well.
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