ORTHOG: Stata module to orthogonalize variables

Bill Sribney ()
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Bill Sribney: Stata Corporation

Statistical Software Components from Boston College Department of Economics

Abstract: orthog orthogonalizes varlist and creates a new set of orthogonal variables newvarlist using a modified Gram-Schmidt procedure (Golub and Van Loan 1989). The order of the variables in varlist determines the orthogonalization.

Language: Stata
Date: Written 1998-07-13

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/o/orthog.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/o/orthog.hlp help file (text/plain)

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