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From |
"Thomas Jacobs" <thomasjacobs@gmail.com> |

To |
StataList <statalist@hsphsun2.harvard.edu> |

Subject |
st: Beginning Programming Advice |

Date |
Sun, 14 Oct 2007 18:43:33 -0500 |

Hi, I have the following problem that I am attempting to program in Stata and I am a newbie: I have a collection of companies with trading day data composed of accounting information, market equity values, and equity volatility values which I currently insheet into Stata. I need to write a routine to perform a 2 variable in 2 unknown newton-raphson or equivalent procedure to iteratively solve for asset value and volatility using non-linear equations. I know how to produce the routine to do so in a pseudo-code sense, where I am stuck is how to proceed in Stata. Should I be attempting to write a function that I will then call in a generate command so that every company-tradeday instance will have populated values? If so, do I need to use a function to produce a matrix to bring back multiple values from the function (the target asset value and volatility as well as any other information such as remaining error or iterations completed)? If so would I then generate a matrix variable which I would set equal to the output of this function? Is there a better way to proceed? Can this be done in a do file as I bring the raw data in rather than operating on the data in memory after using the insheet command? Any suggestions would be greatly appreciated. Sincerely, Tom -- Thomas Jacobs * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: RE: Beginning Programming Advice***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

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