diff --git a/matlab/osr_obj.m b/matlab/osr_obj.m
index 431a941f7fb9030b9acb6b90bd8c2d328139bf2c..378d2b06ed0b50362aa14018eb3d07c3c86f741e 100644
--- a/matlab/osr_obj.m
+++ b/matlab/osr_obj.m
@@ -86,4 +86,4 @@ switch info(1)
 end
 
 vx = get_variance_of_endogenous_variables(dr,i_var);
-loss = weights(:)'*vx(:);
+loss = full(weights(:)'*vx(:));