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From |
"Nick Cox" <n.j.cox@durham.ac.uk> |

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

Subject |
st: RE: Beginning Programming Advice |

Date |
Mon, 15 Oct 2007 13:39:10 +0100 |

You want definite advice on a fuzzily-stated problem. That's difficult. No one except Stata developers can write functions that can be called in -generate- statements. I get the impression that you want to produce a new variable. Each value of the new variable is a function of existing variables. The basic calculation is iterative. It is likely that such a calculation would have to be done observation by observation (but to me by no means certain). Whether you write a program to do this for individual observations, and then loop over observations calling this program repeatedly, or whether your program does everything, is very difficult to advise on without details. If you say precisely what you want, someone may have programmed it already. Nick n.j.cox@durham.ac.uk Thomas Jacobs > 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. * * 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**:**Re: st: RE: Beginning Programming Advice***From:*"Thomas Jacobs" <thomasjacobs@gmail.com>

**Re: st: RE: Beginning Programming Advice***From:*"Thomas Jacobs" <thomasjacobs@gmail.com>

**References**:**st: Beginning Programming Advice***From:*"Thomas Jacobs" <thomasjacobs@gmail.com>

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