diff --git a/ipca/ipca.py b/ipca/ipca.py index 15bbee2..ad95339 100644 --- a/ipca/ipca.py +++ b/ipca/ipca.py @@ -1429,7 +1429,7 @@ def _build_portfolio(X, y, indices, metad): for t in range(T): ixt = (indices[:, 1] == t) val_obs[t] = np.sum(ixt) - Q[:, t] = X[ixt, :].T.dot(y[ixt])/val_obs[t] + Q[:, t] = (X[ixt, :].T.dot(y[ixt])/val_obs[t]).shape(-1,) W[:, :, t] = X[ixt, :].T.dot(X[ixt, :])/val_obs[t] bar.update(t)