Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • Implementing part of normal equations manually

    Code:
    * Example generated by -dataex-. To install: ssc install dataex
    clear
    input float ones int(x2 x3)
    1 22  5
    1 17  6
    1 20  3
    1 15  4
    1 18  2
    1 20  3
    1 16 10
    1 19 20
    1 14  8
    1 14  1
    end
    I would like to implement the following expression manually
    Click image for larger version

Name:	2-5.png
Views:	1
Size:	3.8 KB
ID:	1494278

    where xi is a vector.
    Click image for larger version

Name:	x.png
Views:	1
Size:	4.3 KB
ID:	1494277

    Kindly, show me every possible steps as I am trying to learn and see how the above expression ends up containing sums of squares and cross products of the regressors. If my dataex is not appropriate, please use whatever seems appropriate. Thanks in advance!
Working...
X