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Re: st: Problems with matrix multiplication and syminv
From
"G. Anderson" <[email protected]>
To
[email protected]
Subject
Re: st: Problems with matrix multiplication and syminv
Date
14 Jun 2013 09:07:40 +0100
Hi,
Sorry, yes it will be at least positive semi definite.
So do you think that is where the problem lies- that X'X is not positive
definite?
Thanks,
Gareth
On Jun 14 2013, Sergiy Radyakin wrote:
no, by construction it is positive semi-definite.
On Thu, Jun 13, 2013 at 8:13 PM, G. Anderson <[email protected]> wrote:
Hi,
I was using invsym on Stata- just used mata to check the rank.
I thought by construction the outer product, X'X is positive definite?
What I don't understand is why when X is of full rank I get rank
deficient X'X- this seems to be the source of the problem to me. Could
there be some rounding error going on with the matrix multiplication or
something else perhaps?
Thanks,
Gareth
On Jun 14 2013, Sergiy Radyakin wrote:
Dear Gareth,
it might be full rank, but is it positive definite? See help for
invsym(M), as I assume you mean invsym() not syminv() as you typed.
In general you don't get a row of zeroes:
mata
: X=1,2\3,4
: op=X'X
: iop=invsym(outerproduct)
Best, Sergiy Radyakin
On Thu, Jun 13, 2013 at 7:51 PM, G. Anderson <[email protected]> wrote:
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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