Mahalanobis distance

[Boryana Dimitrova]

Hi All,

I am trying to calculate Mahalanobis distance between two variables Xj and Xu in Stata. However, I am not sure what code to use for the transpose operator T. This is the formula I am using:

MD(Xj,Xu)=√((Xj-Xu)^T C^(-1) (Xj-Xu))

Any advice would be greatly appreciated.

Thank you!

[Clyde Schechter]

In both Stata and Mata, the transpose operator is just a straight quote mark (') placed after the name of the matrix, if the matrix is real. If you are dealing with a matrix of complex numbers in Mata, then that operator gives you the Hermitian conjugate instead.

[Boryana Dimitrova]

Thank you very much for your help!

Boryana