Help with error please

Question

Ozmando 2019-2-26

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https://ww2.mathworks.cn/matlabcentral/answers/447120-help-with-error-please

评论： Adam Danz 2019-2-28

Good day!

Having trouble to identify the source of the problem is the following code

%Code
clear
load data1
Z = [ones(111,1) st1 m1];
X = [ones(111,1) d];
pihat = inv(Z'*Z)*(Z'*d);
tau = ['15';'25';'35';'45';'50';'55';'65';'75';'85'];
for i = 1:size(tau,1),
    disp(i);
    hamster = str2num(strcat('.',tau(i,:)));
    boo = rq([ones(size(y)) Z*pihat],y,hamster);
    [b,vc] = vcqr(boo,y,[ones(size(y)) Z*pihat],hamster);
    [b,f,c,seq,conv] = mcmc_flat_fish1_mon2('iqrobj_fish',boo,vc,50000,y,[ones(size(y)),d],Z,hamster);
    save(strcat('fish',tau(i,:),'_storm_v3_mon2'),'b','f','c','seq','conv');
    [b,f,c,seq,conv] = mcmc_flat_fish2('iqrobj_fish',boo,vc,50000,y,[ones(size(y)),d],Z,hamster);
    save(strcat('fish',tau(i,:),'_storm_v3_2'),'b','f','c','seq','conv');
end
%Function
function [b,vc,J] = vcqr(bhat,y,x,tau)
% [b,vc,J] = vciqr(bhat,y,x,tau)
% Inputs -
%   bhat - estimated coefficients from QR
%   y - dependent variable
%   d - RHS endogenous variable
%   x - covariates (If there are no covariates, pass x = [].)
%   z - instruments
%   tau - quantile index
% Outputs -
%   b - estimated coefficients with standard errors
%   vc - covariance matrix of b
%   J - matrix in asymptotic variance formula (J'SJ) used in process testing
n = size(y,1);	        % Number of observations
x = [x,ones(n,1)];    % Add constant term
k = size(x,2);          % Number of regressors
vc = zeros(k,k);
b = zeros(k,2);
S = (1/n)*x'*x; 
e = y-x*bhat;         % Generate residuals
%h = 1.364*((2*sqrt(pi))^(-1/5))*sqrt(var(e))*(n^(-1/5)); %Calculate bandwidth using Silverman's rule of thumb
h = iqr(e)*(n^(-1/3));
J = (1/(n*h))*((normpdf(e/h)*ones(1,size(x,2))).*x)'*x;
vc = (1/n)*(tau-tau^2)*inv(J')*S*inv(J);
b(:,1) = phat;% check if pihat as i have changed this.
b(:,2) = (sqrt(diag(vc)));
J = inv(J);

I get these errors:

Error using *

Inner matrix dimensions must agree.

Error in vcqr (line 27)

e = y-x*bhat; % Generate residuals

Error in run_fish_5 (line 17)

[b,vc] = vcqr(boo,y,[ones(size(y)) Z*pihat],hamster);

Any help please?

Thanks

oz

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Adam Danz 2019-2-26

Not enough information. What's the full error message? What's the function vcqr() supposed to do and what are its inputs? Could you provide a concise example that produces the error?

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Answer 1

Adam Danz 2019-2-26

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/447120-help-with-error-please#answer_362863

编辑：Adam Danz 2019-2-26

在 MATLAB Online 中打开

The following line in your code is what's throwing the error "Inner matrix dimensions must agree."

e = y-x*bhat; % Generate residuals

When you multiply two matricies, as the error indicates, the inner dimensions must agree.

This example is ok since the inner dimensions are both 'n' [m x n] * [n x p] .

This example will cause an error [n x m] * [n x p] .

If you're trying to multiply the matrices element-wise (which appears to be the case in your code), then you need to add a dot symbol befor the multiplication symbol.

e = y-x .* bhat; % Generate residuals

Assuming x and y are vectors of the same size, the result will be another vector of the same length. If one vector is a column and the other is a row, this will result in a matrix.

One final example to show the difference between multiplication with and without the dot.

A = [2, 4, 6, 8, 10];  %row vector of size [1,5]
B = [2; 2; 2; 2; 2]    %column vector of size [5,1]
A * B
ans =
    60
    
A.*B                  % one is a row, the other is a column 
ans =
     4     8    12    16    20
     4     8    12    16    20
     4     8    12    16    20
     4     8    12    16    20
     4     8    12    16    20
     
A.*B'                % both are rows
ans =
     4     8    12    16    20
>> 

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Adam Danz 2019-2-28

编辑：Adam Danz 2019-2-28

Now your second set of data contain 'tau' which is numerical and a single value (0.15). I'm assuming this is correct and the previous data are incorrect.

In the 2nd line of your vcqr() function, you take the 'x' input variable which originally is a [111 x 3] matrix and you add a 4th column of 1s to make it a [111 x 4] matrix. Then a few lines later, you muliply that [111 x 4] matrix with bhat which is a [2 x 1] vector. That natrually causes an error.

If you're trying to do matrix muliplication, the number of columns of the first element must equal the number of rows of the second element.

If you're trying to elementwise multiplication, you need to use " .* " but the matrix dimensions must agree. So, either way your data won't work.

Instead of trying to make the funciton work, what you need to do is go through every single individual line and 1) understand what it's supposed to do and 2) test each line to see if it's producing the expected outcome. Just because a line of code produces something doesn't mean it's working.

"bhat" is not produced anywhere in your code so it must be one of the variables loaded from file data1. Is it supposed to be a vector? A matrix? What's the shape supposed to be? What do those values represent? Should 'x' be a matrix ? A vector? What size should 'x' have? These are questions you should focus on.

Ozmando 2019-2-28

Thanks. Will go through the functions again.

Have looked further into the code again it seems that there are other functions associated with it. For example bhat is claculated from another function.

Will investigate further and hopfelly will get to the bottom of the issue.

Thaks again for your help.

oz

Adam Danz 2019-2-28

Most importantly, you should focus on what the variables should look like. If they aren't the size/shape that you expect, then dig in to find out where they are being created.

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Help with error please

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