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st: grid-search for a practical problem


From   econqian222 <maguixianstatalist@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: grid-search for a practical problem
Date   Mon, 5 Dec 2011 15:49:05 -0800 (PST)

Hi, Nick
       Thank you very much for your kind and useful feedback for my similar
questions. To state my problem simply, for each value of
hs(10290,10420,10511,10519,10591),  I want to find a value of r  which is
between 1.05 and 131.05, the interval is 1; For each value of r, there is a
value of s which is between 0 and ( r-1)/r , the interval is ( r-1)/(30*r)
to minimize U^2 where U is obtained by the following equation
        U=y -((`r') / ((((`s')-1)^2) * (1-(`r')))) * x1hat-((2*(`r') -1) /
(((`s')-1) * (1-(`r')))) * x2hat
Finally, record such r and s for each value of hs

    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

Many thanks,
Qian


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