diff --git a/matlab/ols/pooled_fgls.m b/matlab/ols/pooled_fgls.m index e081fa58f..3b858a17f 100644 --- a/matlab/ols/pooled_fgls.m +++ b/matlab/ols/pooled_fgls.m @@ -44,12 +44,12 @@ for i = 1:neq ui = oo_.pooled_fgls.resid.(oo_.pooled_fgls.residnames{i}); for j = i:neq uj = oo_.pooled_fgls.resid.(oo_.pooled_fgls.residnames{j}); - M_.Sigma(i, j) = (ui'*uj)/nobs; - M_.Sigma(j, i) = M_.Sigma(i, j); + M_.Sigma_e(i, j) = (ui'*uj)/nobs; + M_.Sigma_e(j, i) = M_.Sigma_e(i, j); end end -kLeye = kron(chol(inv(M_.Sigma)), eye(nobs)); +kLeye = kron(chol(inv(M_.Sigma_e)), eye(nobs)); [q, r] = qr(kLeye*oo_.pooled_fgls.X, 0); oo_.pooled_fgls.beta = r\(q'*kLeye*oo_.pooled_fgls.Y);