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Re: st: grid-search for a practical problem
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: grid-search for a practical problem
Date
Tue, 6 Dec 2011 09:08:00 +0000
Mata has a fine bundle of optimisation functions. I would look there
rather than re-invent your own.
Your problem does not come across as having a flavour of -by:- or
-by()-. You want to repeat for five values of -hs-, which implies at
most a loop.
Nick
On Mon, Dec 5, 2011 at 11:49 PM, econqian222
<[email protected]> wrote:
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
>
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