diff --git a/matlab/osr_obj.m b/matlab/osr_obj.m
index 0b9ee73a8a46d1b847755a5b72e2d10ce2171720..aa475a407e342df446e2f46831ae37ad3e878897 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(:));