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pooled_fgls: fix bug in Sigma_e

time-shift
Houtan Bastani 2017-11-17 11:56:23 +01:00
parent bf0596215c
commit 0c17d52adc
1 changed files with 1 additions and 1 deletions
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2
matlab/ols/pooled_fgls.m
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@ -49,7 +49,7 @@ for i = 1:neq
end
end
kLeye = kron(chol(M_.Sigma), eye(nobs));
kLeye = kron(chol(inv(M_.Sigma)), eye(nobs));
[q, r] = qr(kLeye*oo_.pooled_fgls.X, 0);
oo_.pooled_fgls.beta = r\(q'*kLeye*oo_.pooled_fgls.Y);