Re: [Gretl-users] matrix ols

for my diploma thesis I need to do an estimation of an ols system which has not the same number of entries as my dataset. The data is stored within a matrix... I tried to solve the problem with an own implementation of the ols regression: <script> function olsRegression(matrix y, matrix x) matrix coff=inv(x'*x)*x'*y return matrix coff end function </script> The problem here is: if the data is not well behaved, x'*x cannot be inverted. Did I miss anything in docs? Does anyone of you have code doing ols with QR or SVD decomposition? The code needs to run often, so calling out to R would slow down the whole program to much.