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

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Re: beginning programming advice |

Date |
Tue, 16 Oct 2007 09:11:17 -0500 |

Dear Kit, Thanks, that makes sense (I finally get it). I already coded the newton-raphson procedure in Mata and will look forward to testing the optimize as you have described it once I have the whole procedure working. I am still trying to get the results back to Stata - more on this in an upcoming post. Sincerely, Tom On 10/16/07, Kit Baum <baum@bc.edu> wrote: > If you can write down the maximand (or minimand) for your problem, > optimize() can work with it. It is not clear to me what that might > be. Note in the documentation that "type v" optimizers allow you to > work with a vector rather than scalar function. optimize() is general > enough to solve a multivariate optimization problem. From the online > help: > > "In a type v0 evaluator, you return a column vector v such that colsum > (v)=f(p)." > > If the elements of column vector v are the squared elements of ( (y1 > - f(x1)), (y2 - f(x2)), minimizing the column sum of v is the > equivalent of solving the two nonlinear equations > > y1 = f (x1) > y2 = f (x2) > > where some elements of x are shared in x1, x2. > > > Kit Baum, Boston College Economics and DIW Berlin > http://ideas.repec.org/e/pba1.html > An Introduction to Modern Econometrics Using Stata: > http://www.stata-press.com/books/imeus.html > > > On Oct 16, 2007, at 2:33 AM, statalist-digest wrote: > > > Thanks very much for your reply. I have examined the optimize() > > function you mention in your first proposed solution. Can this be > > called to solve two functions simultaneously? I follow how one would > > call it to optimize a single function. Can you add any details on how > > it would be used for two functions each defined on similar variables > > as in my two equations in two unknowns problem? > > * > * 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/ > -- 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/

**References**:**st: Re: beginning programming advice***From:*Kit Baum <baum@bc.edu>

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