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 January 8th, 2013, 02:09 AM #1 Newbie   Joined: Jan 2013 Posts: 2 Thanks: 0 Third moments matrix, Please. Matrix A = x11 x12 x13 x14 x15 x21 x22 x23 x24 x25 x31 x32 x33 x34 x35 Then I need to find matrix of second moments and third moments, so I did Matrix B = x11-?1 x12-?1 x13-?1 x14-?1 x15-?1 x21-?2 x22-?2 x23-?2 x24-?2 x25-?2 x31-?3 x32-?3 x33-?3 x34-?3 x35-?3 Since variance-covariance matrix = ?(xi-?i) (xj-?j), therefore second moments matrix can be calculated as: M2 = B.B' which is 3 by 3 matrix This computation is fine for me, however, the third moments which can be calculated as: M3 = ?(xi-?i) (xj-?j) (xk-?k) or M3 = B.B' ? B' The answer should be a matrix 3 by 9 or n by n^2, but I couldn�t do that. I used the command in Matlab such as 1. M3=kron((B*transpose(B)),transpose(B)) Or 2.1 Give C = B*transpose(B), then, 2.2 M3=kron (C,transpose(B)) But the answer is a matrix 15 by 9 which I think it is incorrect. It may be an easy question for all you guys but it's very difficult for me. please help me. Tags matrix, moments Thread Tools Show Printable Version Email this Page Display Modes Linear Mode Switch to Hybrid Mode Switch to Threaded Mode Similar Threads Thread Thread Starter Forum Replies Last Post karoon Economics 0 January 8th, 2013 02:30 AM jackmorgan3 Advanced Statistics 1 August 11th, 2012 08:28 PM fc_groningen Advanced Statistics 1 February 21st, 2011 06:15 PM thapchi Advanced Statistics 0 March 19th, 2010 10:39 PM benjaminmar8 Advanced Statistics 0 April 10th, 2008 09:36 PM

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