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st: where and how to use marksample touse in a byable procedure?


From   econqian222 <maguixianstatalist@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: where and how to use marksample touse in a byable procedure?
Date   Sun, 4 Dec 2011 08:08:12 -0800 (PST)

Hi, all 
     I still can't solve the problem in writing the code(grid-searching to
obtain value of sigma) for each value of hs to get the corresponding value
of sigma. The point is that how and where to use -marksample touse- to
create a temporary variable? I want to make the code "byable" to run for
each value of hs(10290,10420,10511,10519,10591). 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' 
} 
 



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