[Gretl-users] Re: matrix ols

hello, 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. To illustrate the problem, heres a small sample script: <script> nulldata 2 matrix x={1,2,3} matrix y=1+2*x ols y x </script> this doesnt work because, x and y are matrices. 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. Thanks for your help, Christoph