Help with Matlab code-please

Good afternoon,

I am trying to run the following code in MATLAB but get an error.

Error using *

Inner matrix dimensions must agree.

Error in vcqr (line 27)

e = y - x*bhat; % Generate residuals

Any help to fix the problem please?

Thanks

Oz

clear

load fish1


Z = [ones(111,1) stormy mixed];
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


% Here is the portion of the function related to the error:

vc = zeros(k,k);
b = zeros(k,2);
S = (1/n)*x'*x; 

e = y - x*bhat; % Line 27

[Geoff Hayes]

Ozmando - what are the dimensions of x and bhat? The error message is telling you that their dimensions are incompatible for matrix multiplication...

[Ozmando]

Thanks Geoff for your reply.

From the function bhat is defined as below b(:,1)=bhat which is I am assuming the first column of b.

Thanks

Oz

% [b,vc,J] = vciqr(bhat,y,x,tau)

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) = bhat;
b(:,2) = (sqrt(diag(vc)));

J = inv(J);

[Ozmando]

I have checked again and x is 111x2 and from what I can see b is 2 x 1

could the problem be that bhat is defined b(:,1)?

Thanks,

oz

[Matt J]

@Ozmando,

You need to check the sizes of bhat and x at the moment the error actually occurs. To do this, execute

>>dbstop if error

at the command line and then re-run the code.

[Matt J]

Ozmando commented:

Thanks Matt.

seems to be issues with size of x abd bhat. Will go through code again to try to figure out the source.

oz