Re: [R] faster GLS code

elapsed >> 0.470.080.61 >>> >>> all.equal(betam, betam2) >> [1] TRUE >>> >> >> >> Hope this helps, >> Ravi. >> >> >> Ravi Varadhan, Ph.D. >

Re: [R] faster GLS code

___ Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad...@jhmi.edu - Original Message - From: Carlo Fezzi Date: Thursday, January

Re: [R] faster GLS code

1 > > all.equal(betam, betam2) [1] TRUE > Hope this helps, Ravi. Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad...@jhmi.edu - Original Message ----- From: Carlo Fez

[R] faster GLS code

Dear helpers, I wrote a code which estimates a multi-equation model with generalized least squares (GLS). I can use GLS because I know the covariance matrix of the residuals a priori. However, it is a bit slow and I wonder if anybody would be able to point out a way to make it faster (it is part o