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st: how to write "byable" for this program?


From   econqian222 <maguixianstatalist@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: how to write "byable" for this program?
Date   Thu, 24 Nov 2011 03:53:15 -0800 (PST)

Hi, Nick
    Thanks for your kind reply!
     I still can't understand the crutial part you referred to, so if I want
to solve the problem i decribed in last message, how should I write the
code?
 
Many thanks,
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' 
} 
  



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