Looking for an easy way to feed a non-identity covariance matrix to a regression. Is there a function to do this, or do I choleski decompose the inverse of the covariance matrix and weight the observations - risking precision loss.
Thanks,
John. -- -------------------------------------------------------------------------- Dr. John Janmaat Department of Economics, Acadia University, Wolfville, NS, B4P 2R6 E-mail: [EMAIL PROTECTED] Web: http://ace.acadiau.ca/~jjanmaat Tel: 902-585-1461 Fax: 902-585-1070
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