Dear GRETL users,
I would like to create a diagonal matrix M created from a vector V, that is I have a
vector of dimension “n” and I would like to obtain an nXn matrix with the elements of the
vector V in the main diagonal of the matrix X (which contains zeros outside the main
diagonal).
This can be done in Stata with the “diag” command or in Eviews with the “@makediagonal”
command, but I’m still unable to find the same command in GRETL.
Any suggestion? Thanks in advance.
Best,
Antonio
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