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