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

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

Subject |
RE: AW: st: Programming stata using egen functions |

Date |
Wed, 29 Apr 2009 12:13:51 +0100 |

If you want a maximum over a set, it is often easiest to get it using something like this (mix of Stata and pseudocode) tempname mymax scalar `mymax' = <first value> <loop over second ... last values { <new value> = <whatever> scalar `mymax' = max(`mymax', <new value>) } Nick n.j.cox@durham.ac.uk Anne Resende I trying to calculate bounds on E[y(t)]. So I need to calculate the lower bound and also a confidence interval on it using boostrap. So I am trying to calculate: (1) (2) SUM max( E[y|z=s] + max {(E[y|z=s']-E[u|z=u]/(s'-u))*(t-s')}) (s>=t) (s'|s>=s'>=t} {u|u<t} (Okumura and Usui, 2006 pag.4). So here we have s,s’,t and u: every letter goes from 8 to 20. I decide to do a program for each, t=8,...,20. (So I am trying to calculate the lower bound for each t). I also have tried to use all of t together (also create forvalues for t) but stata gives a message “No room to add more variables”. In the program that I already sent to you I am considering that t is equal 9, so u=8 because u<9 (I do this in line 7 : qui sum `1' if u==8 ). So I have tried to use rowmax() to calculate the maximum of the first max parenthesis (lines 9 and 11- part (1) + (2)), doesn’t matter if I calculate (2) and take the max or sum (1) and (2) and take the max, as I have to take the max again). Then in the reminding lines I have tried to multiply (3) {(1)+(2)}, the whole equation by P(z=s) and then use rowtotal to sum all of these observations, as I have to sum over s>=t. (lines 15 and 16 of the programe) I am afraid that this could be less clear than before but is exactly what I trying to do. Of course that I do not expect you create an ado file for me. I just want some tips or some help as you all know much more about stata programming. So I really need to move the calculation of the maximum outside the loop? * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**Re: AW: st: Programming stata using egen functions***From:*Anne Resende <A.C.C.Resende@rhul.ac.uk>

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