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Re: st: how to search the optimal parameter
From
Jorge Eduardo Pérez Pérez <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: how to search the optimal parameter
Date
Wed, 2 May 2012 17:08:45 -0400
This sounds to me like a regression with interval constraints
http://www.stata.com/support/faqs/stat/interval-constraints.html
_______________________
Jorge Eduardo Pérez Pérez
On Wed, May 2, 2012 at 3:42 PM, econqian222
<[email protected]> wrote:
>
> Hi,everyone
> I'm searching for an optimal value of "a" belong to the scale [1.05,
> 131.5] at interval that is 0.05, “b" belong to the scale of [0, (a-1)/a] at
> interval that is (a-1)/30a
> To minimize the sum of "u^2" by each value of code(1,2,3,4,...), where
> u=y-ax1-bx2, we need to search the optimal value of "a" and "b" within their
> respective scale and interval for each value of code(1,2,3,4,...).
> How should I write the program for this task?
>
> the format of data goes as following:
> code y x1 x2
> 1 4.65605 .7904362 -1.918414
> 1 8.55465 .388749 -1.823626
> 1 .5072982 6.095053 -1.758411
> 2 .0668553 .0946494 -.0795475
> 2 4.346485 .0366412 .3990744
> 2 .453282 .6764894 .5537513
> 2 2.514498 4.424465 -3.335462
> 3 5.027869 6.576887 5.750454
> 3 1.121937 5.153405 2.404536
> 3 .3745422 .2155463 -.2841324
> 3 1.061227 .0074581 -.0889647
> 4 3.328544 12.11974 -6.351465
> 4 .1192554 .3238932 -.196535
> 4 71.84912 .3888368 5.285602
> . . . .
> . . . .
>
> Many thanks in advance,
> Qian
>
>
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