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st: Problems with matrix multiplication and syminv
From
"G. Anderson" <[email protected]>
To
[email protected]
Subject
st: Problems with matrix multiplication and syminv
Date
14 Jun 2013 00:51:35 +0100
Hi,
I am having problems with matrix multiplication and inverting matrices
using Stata.
I want to compute the inverse of the outer product of a matrix of
variables, X Note that a lot of the values of X are zero-not sure if this
is problematic)
so
matrix outerproduct=X'X
matrix invouterproduct=syminv(outerproduct)
The problem is when I calculate the syminv, I always get a row of zeros. It
seems when I change the data, the location of this row of zeros changes.
A quick check of the rank of X using mata shows it is of full rank (47),
but the rank of outerproduct is only 46- I'm not sure why i get this result
but suspect it has something to do with the fact that I get a row of zeros.
Any ideas?
Thanks,
Gareth
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