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Applied Econometrics Using the SAS® System
book

Applied Econometrics Using the SAS® System

by Vivek B. Ajmani
June 2009
Intermediate to advanced content levelIntermediate to advanced
328 pages
8h 42m
English
Wiley-Interscience
Content preview from Applied Econometrics Using the SAS® System

Appendix A

BASIC MATRIX ALGEBRA FOR ECONOMETRICS

A.1 MATRIX DEFINITIONS

A.1.a Definitions

An m × n matrix is a rectangular array of elements arranged in m rows and n columns. A general layout of a matrix is given by

images

In this general form, we can easily index any element of the matrix. For instance, the element in the ith row and jth column is given by aij. It is straightforward to create matrices in Proc IML. For example, the Proc IML command A = {2 4,3 1} will create the 2 × 2 matrix

images

A row vector of order n is a matrix with one row and n columns. The general form of a row vector is y = [y1 y2yn.] A column vector of order m is a matrix with m rows and one column. The general form of a column vector is

images

It is straightforward to create row and column vectors in Proc IML. For example, the Proc IML command y = {2 4} will create the row vector y = [2 4], while the Proc IML command c={–3, 4} will create the column vector

images

Of course, these definitions can easily be extended to matrices of any desired dimension and consequently the Proc IML code can be adjusted to accommodate these changes. ...

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Publisher Resources

ISBN: 9781118210321Purchase book