EViews.com

Posted: **Fri Apr 08, 2016 6:50 am**

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

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

Posted: **Fri Apr 08, 2016 8:34 am**

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

Posted: **Fri Apr 08, 2016 10:28 am**

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)

EViews.com

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