[Gretl-users] scalar and matrices

Sebastiano Putoto schrieb: >* Good evening fellow Gretlians, *>* *>* I am trying to run this command sheet but it doesn't work. *>* *>* function LEVERAGE(matrix X, matrix y, matrix *u, matrix *h) *>* matrix beta = inv(X'X)*X'*y # calculates coeffs through OLS *>* matrix u = y - X*beta # residuals *>* matrix Px = X'(inv(X'X))*X # orthogonal projector Px *>* matrix h = diag(Px) # extract the elements fromt Px's diagonal *>* matrix dif={} *>* loop i=1..rows(X) --progressive # loop to work on each observation *>* matrix xi = X[i,] #exctracting rows from X *>* scalar u_i = u[i,] *>* scalar h_i = h[i,] *>* matrix dif[i,] = (-u_i/(1-h_i))*(inv(X'X)* xi) #calculate *>* the difference between beta(t) and beta. <--- THESE - I SUPPOSE - *>* ARE THE POINTS WHEN IT DOESN'T WORK. * Well it looks to me as if 'dif' is a matrix of dimension 0x0, so how are you going to fit something in a slice [i,] of it? -sven