Matrix inverse problem

[trubador]

I couldn't figure out why there is such a big difference in the results:

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importmat(name=xmat) C:\Users\...\Desktop\xmat.xlsx
matrix ymat = xmat*@inverse(@inner(xmat))*@transpose(xmat)

xopen(m)
xput xmat
xrun "zmat=xmat*inv(xmat'*xmat)*xmat';"
xget zmat

matrix difmat = ymat-zmat
scalar difsum = @sum(difmat)
show difsum

[EViews Gareth]

Not sure, but I just did it in R and R matches the EViews results (I think).

[EViews Gareth]

Further, since you're taking a projection matrix, the following should result in a matrix of approximately zero (I think):

Code: Select all

matrix test1 = xmat.@t*(@identity(467)-ymat)
matrix test2 = xmat.@t*(@identity(467)-zmat)