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  • Store result from calculation to a matrix?

    Hi all!
    I'm trying to compute the jackknife variance estimate using the formula from Hansen's "Econometrics" (P259) as below (I know I can use "jackknife" command directly but the professor ask to compute and then compare with the result from "jackknife" command):
    Click image for larger version

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    I use "forvalues" to form a loop to get the value of all hii (in my code: hi), and I want to further calculate the residual with a tilt on the head. However, when I use a new loop to get e_tilt for each observation i, it says
    Code:
    conformability error
    . I suppose it is because my hii is in old loop so I cannot use it in the new loop. So I'm thinking of creating a new matrix and store each hii into the matrix, what command should I use? And is there any other way that can use the hii directly?
    My code is attached below, where x is my regressor(only one) generated from a standard normal distribution, h`i' is hii , e_hat is the residual generated by "predict y, residuals".
    Thank you so much!

    Code:
    //create X'X from sample
    mat accum xprimex = x
    mat li xprimex
    //generate hii or each observation
    forvalues i = 1(1)100 {
            mat matx`i' = matx[`i', 1]
            mat h`i' = matx`i''*xprimex*matx`i' //here xi is scalar
            mat li h`i'
           }
    
    
    //e_tilt = inv(1-hi)*e_hat
    mkmat ehat, matrix(mehat)
    mat li mehat
    forvalues i = 1(1)100{
            mat mehat`i' = mehat[`i',1]
            mat e_tilt`i' = ((1-h`i')^(-1))*mehat`i'
            *mat li e_tilta`i'
            }
    Attached Files
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