Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: The whole code of grid-search for "byable"


From   econqian222 <maguixianstatalist@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: The whole code of grid-search for "byable"
Date   Thu, 24 Nov 2011 03:21:40 -0800 (PST)

Hi, all 
     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 

Program grid, byable(recall)
"run the following grid-searching code"
end
by hs: grid

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' 
} 
 



--
View this message in context: http://statalist.1588530.n2.nabble.com/The-whole-code-of-grid-search-for-byable-tp7027780p7027780.html
Sent from the Statalist mailing list archive at Nabble.com.
*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index