pooled_fgls: fix bug in Sigma_e
parent
bf0596215c
commit
0c17d52adc
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@ -49,7 +49,7 @@ for i = 1:neq
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end
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end
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end
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end
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kLeye = kron(chol(M_.Sigma), eye(nobs));
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kLeye = kron(chol(inv(M_.Sigma)), eye(nobs));
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[q, r] = qr(kLeye*oo_.pooled_fgls.X, 0);
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[q, r] = qr(kLeye*oo_.pooled_fgls.X, 0);
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oo_.pooled_fgls.beta = r\(q'*kLeye*oo_.pooled_fgls.Y);
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oo_.pooled_fgls.beta = r\(q'*kLeye*oo_.pooled_fgls.Y);
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