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From |
"David Scheuer" <david.scheuer@gmx.de> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: Iterative solving of an equation |

Date |
Mon, 17 May 2010 12:42:40 +0200 |

Hello Austin hello everybody I took the advice from Austin and tried to implement the model. As I use st_view, I get the error message 3500 invalid Stata variable name and <istmt>: - function returned error. . mata ------------------------------------------------- mata (type end to exit) --------------------------------------------------------- : v=J(1,1,.) : st_view(v,., "p_0 bps_0 eps_1 eps_2 eps_3 eps_4 eps_5 bps_1 bps_2 bps_3 bps_4 g_CT r_CT") st_view(): 3500 invalid Stata variable name <istmt>: - function returned error ***The following code is:*** function y(a,b,c,d,e,f,g,h,i,j,k,l,m) { return(-a+b+(c-m*b)/(1+m)+(d-m*h)/(1+m)^2+(e-m*i)/(1+m)^3+(f-m*j)/(1+m)^4+((g-m*k)*(1+l))/((m-k)*(1+m)^5)) } for (i=1;i<=rows(v);i++) { r=mm_root(r_CT=.,&y(),0,1,1e-9,1000,v[i,2], v[i,3],v[i,4],v[i,5],v[i,6],v[i,7],v[i,8],v[i,9],v[i,10],v[i,11],v[i,12],v[i,13]) v[i,1]=r_CT } end l, noo Do you see how I could fix it? Or would you recommend the approach with nl or optimize? I would appreciate any help. Regards, David -------- Original-Nachricht -------- > Datum: Tue, 20 Apr 2010 17:02:15 -0400 > Von: Austin Nichols <austinnichols@gmail.com> > An: statalist@hsphsun2.harvard.edu > Betreff: Re: st: RE: Iterative solving of an equation > David -- > You could just do some algebra and write out the formula for the solutions > (I'm guessing you have two complex roots and one positive real root for > all these problems), or loop over obs in Mata: > > ssc inst moremata > clear all > set obs 10 > g Price_0 = 100 > g BookValue_0 = 50 > g EPS_1 = 3 > g BookValue_1 = 52 > g EPS_2 = 4.5 > g g = _n/100 > g x=. > mata > v=J(1,1,.) > st_view(v,.,"x Price_0 BookValue_0 EPS_1 BookValue_1 EPS_2 g") > function y(x,a,b,c,d,e,f) { > return(-50*(1+x)^2*(x-f)+(3-50*x)*(1+x)*(x-f)+ > (4-52*x)*(x-.04)+(4.5-54*x)*(1+f)) > } > for (i=1;i<=rows(v);i++) { > r=mm_root(x=.,&y(),0,1,1e-9,1000,v[i,2], > v[i,3],v[i,4],v[i,5],v[i,6],v[i,7]) > v[i,1]=x > } > end > l, noo > > > On Tue, Apr 20, 2010 at 8:56 AM, Feiveson, Alan H. (JSC-SK311) > <alan.h.feiveson@nasa.gov> wrote: > > David - One way is to use -nl- > > > > See http://www.stata.com/support/faqs/lang/nl.html > > > > Al Feiveson > > > > -----Original Message----- > > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of David Scheuer > > Sent: Tuesday, April 20, 2010 4:18 AM > > To: statalist@hsphsun2.harvard.edu > > Subject: st: Iterative solving of an equation > > > > I am rebuilding cost of capital models, which determine cost of capital > implied as the internal rate of return from a valuation model. > > > > For instance, let me assume this is the first line in my dataset and I > want to solve the following equation. > > > > Price_0 = 100 > > BookValue_0 = 50 > > EPS_1 = 3 > > BookValue_1 = 52 > > EPS_2 = 4.5 > > g = 0.04 > > x =? > > > > > 100=50+(3-x*50)/(1+x)+(4-x*52)/((1+x)^2)+((4.5-x*54)*1.04)/((x-0.04)*(1+x)^2) > > > > For example, in Excel, I would let the "Solver" find the solution for x. > > How can I program STATA to find solutions like this for me? > * > * 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/ * * 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/

**Follow-Ups**:**AW: st: RE: Iterative solving of an equation***From:*"Martin Weiss" <martin.weiss1@gmx.de>

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