On Thu, 20 Dec 2012, Andreas Noack Jensen wrote: > When I write code for reduced rank regression in Gretl I need to make > special cases for rank zero and one lag. I think the only possible value > for the entries of matrix(5,0)*matrix(0,5) is zeros and the argument is > reduced rank. The matrix matrix(5,r)*matrix(r,5) generally has rank > min(5,r) and the only zero rank matrix is the zero matrix.
By my amateurish command of linear algebra, this is a very convincing argument. If any algebraist is around, contributions are welcome. ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------
