EViews.com

Posted: **Sun Jul 21, 2013 6:19 am**

Basically, I need to calculate E(xx') so that I can get confidence intervals for a structural break. I know I can group the variables then convert that to a matrix but this involves several steps and suspect it will give me trouble if I try to change the number of variables. Anyway I was wondering (hoping!?) there would be something like an @ command for this.

I'm using version 7.2

Posted: **Sun Jul 21, 2013 8:19 am**

Make regressor group then convert to matrix is the only way.

Of course if you're just using least squares you could work with the covariance matrix to get X'X.

EViews.com

Is there a simple way to extract the X matrix from a reg?

Is there a simple way to extract the X matrix from a reg?

Is there a simple way to extract the X matrix from a reg?