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Re: st: creating AR(1) correlation matrix
From
Federico Belotti <[email protected]>
To
[email protected]
Subject
Re: st: creating AR(1) correlation matrix
Date
Thu, 16 May 2013 17:16:24 +0200
Did you mean something like this?
mata
Dim = 10
Lambda = I(Dim)
Lambda = 0.9:^abs(J(1,Dim,(1::Dim))-J(Dim,1,(1..Dim)))
Lambda
end
Federico
On May 16, 2013, at 4:56 PM, Lachenbruch, Peter wrote:
> I need to create a correlatoin matrix of rho^(i-j) where i and j are row and column indexes. Is there a simple command in Stata that will do htis? I can do it in a foreach loop (although i've been messing it up so far). This is for a simulation and the dimension of the correlation is 50 or 100 so i don't want to do it manually.
>
>
> Peter A. Lachenbruch,
> Professor (retired)
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
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> * http://www.ats.ucla.edu/stat/stata/
--
Federico Belotti, PhD
Research Fellow
Centre for Economics and International Studies
University of Rome Tor Vergata
tel/fax: +39 06 7259 5627
e-mail: [email protected]
web: http://www.econometrics.it
*
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* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/