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

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

Subject |
st: RE: problem of byable |

Date |
Wed, 23 Nov 2011 18:16:32 +0000 |

This is not a complete program, and its syntax has been omitted. I could speculate on what you are doing wrong, but it is surely better that you give all the code if you want good specific comments. Nick n.j.cox@durham.ac.uk econqian222 I encountered a problem in writing the code(grid-searching to obtain value of sigma) for each value of hs to get the corresponding value of sigma. I made the code "byable" to run for each value of hs. However, once the program runs, and a sigma was obtained for its corresponding value of hs, all the values of sigma are given for the same value. Could anyone help me to check this problem? Many thanks in advance, Qian The dataset goes like the following: hs y x1hat x2hat sigma 10290 736 283.731 141 10420 826 10.615 1.375 10511 276 78 2.687 10511 528 196.735 3.278 10511 818 148.753 11.0796 10511 251 4.861 .718 10519 276 6.189 .718 10519 276 9.396 .621 10519 404 7.355 .636 10591 682 10.8318 .812 10591 528 9.09482 .636 10591 276 8.49024 .417 The grid-searching code is listed as following: if sigma1 < 1 | sigma1 == . { local sigma1_hat = . local rho1_hat = . } local SigmaMin = 1.05 local SigmaMax = 131.05 local SigmaJump = 1.0 local J1 = (`SigmaMax' - `SigmaMin')/`SigmaJump' + 2 local J2 = 32 sort product t mat uHat = J(`J1',`J2',.) local row = 2 foreach s of numlist `SigmaMin'(`SigmaJump')`SigmaMax'{ mat uHat[`row',1] = `s' local col = 2 local RhoMax = (`s'-1)/`s' local RhoJump = `RhoMax' / (`J2' - 2) foreach r of numlist 0(`RhoJump')`RhoMax'{ mat uHat[1,`col'] = `r' qui gen uTemp = y -((`r') / ((((`s')-1)^2) * (1-(`r')))) * x1hat-((2*(`r') -1) / (((`s')-1) * (1-(`r')))) * x2hat qui gen sTemp = uTemp*uTemp*(1/period) qui summ sTemp, d mat uHat[`row',`col'] = r(sum) drop uTemp sTemp local col = `col' + 1 } local row = `row' + 1 } local MinU = uHat[2,2] local rho_hat = uHat[1,2] local sigma_hat = uHat[2,1] local row = 2 foreach s of numlist `SigmaMin'(`SigmaJump')`SigmaMax'{ local col = 2 foreach r of numlist 0(`RhoJump')`RhoMax'{ if `MinU' > uHat[`row',`col'] { local MinU = uHat[`row',`col'] local rho_grid_hat = uHat[1,`col'] local sigma_grid_hat = uHat[`row',1] } local col = `col' + 1 } local row = `row' + 1 } foreach var in sigma rho { capture replace `var'1 = ``var'_grid_hat' local `var'1_hat = ``var'_grid_hat' } * * 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**:**st: problem of byable***From:*econqian222 <maguixianstatalist@gmail.com>

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