Bonjour a tous,
I'm trying to achieve the following multiplication
VAR = W*S*W'
w: [n,1]
S: [n,n]
s: [n,1]
I have the following variables in Stata:
date W s
In my case, S is a square matrix [n,n] with 1 in the diagonal and a constant (per period) "s" in the diagonal.
The...