Re: [Gretl-users] scalar and matrices

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.