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 on April 23, and its replacement, statalist.org is already up and running.


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

Re: st: grid-search for a practical problem


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
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
<maguixianstatalist@gmail.com> 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
>

*
*   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