pooled_fgls: fix typo in saved covariance matrix name
parent
0c17d52adc
commit
80feaeae25
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@ -44,12 +44,12 @@ for i = 1:neq
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ui = oo_.pooled_fgls.resid.(oo_.pooled_fgls.residnames{i});
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ui = oo_.pooled_fgls.resid.(oo_.pooled_fgls.residnames{i});
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for j = i:neq
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for j = i:neq
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uj = oo_.pooled_fgls.resid.(oo_.pooled_fgls.residnames{j});
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uj = oo_.pooled_fgls.resid.(oo_.pooled_fgls.residnames{j});
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M_.Sigma(i, j) = (ui'*uj)/nobs;
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M_.Sigma_e(i, j) = (ui'*uj)/nobs;
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M_.Sigma(j, i) = M_.Sigma(i, j);
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M_.Sigma_e(j, i) = M_.Sigma_e(i, j);
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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(inv(M_.Sigma)), eye(nobs));
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kLeye = kron(chol(inv(M_.Sigma_e)), 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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