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From |
vesile kutlu <kutlu.vesile@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: could not calculate numerical derivatives |

Date |
Tue, 20 Nov 2012 14:57:51 +0100 |

Austin, thank you for your suggestion. I think mm_root is for finding one root (univariate) of a function. In my case, I need a bivariate root finder because I have two arguments in my objective function. I tried something different with the “optimize” command. I used the d1 evaluator and entered the first order conditions manually. I do not get the error “could not find numerical derivatives” anymore. However, I have another problem. The solution is identical to the initial values. If I enter (1,1) for initial values, the program returns (1,1) as a solution. Is there anyone who knows why this is the case? Thank you. : void mysolver(todo, p, v, g, H) v = (0.7-exp((p[1]/p[2])*(exp(p[2]*48)-exp(p[2]*75))))^2+(0.4-exp((p[1]/p[2])*(exp(p[2]*48)-exp(p[2]*80))))^2 if (todo==1) { g[1] = -2*exp((p[1]/p[2])*(exp(p[2]*48)-exp(p[2]*75)))*(0.7-exp((p[1]/p[2])*(exp(p[2]*48)-exp(p[2]*75))))*((1/p[2])*(exp(p[2]*48)-exp(p[2]*7 5)))-2*exp((p[1]/p[2])*(exp(p[2]*48)-exp(p[2]*80)))*(0.4-exp((p[1]/p[2])*(exp(p[2]*48)-exp(p[2]*80))))*((p[1]/p[2])*(exp(p[2]*48)-exp(p[2]*80)) g[2] = -2*exp((p[1]/p[2])*(exp(p[2]*48)-exp(p[2]*75)))*(0.7-exp((p[1]/p[2])*(exp(p[2]*48)-exp(p[2]*75))))*((p[1]/(p[2]^2))*(-exp(p[2]*48)+ex p(p[2]*75)))-2*exp((p[1]/p[2])*(exp(p[2]*48)-exp(p[2]*80)))*(0.4-exp((p[1]/p[2])*(exp(p[2]*48)-exp(p[2]*80))))*((p[1]/(p[2]^2))*(-exp(p[2]*48)+ exp(p[2]*80))) } } note: argument H unused S = optimize_init() optimize_init_evaluator(S, &mysolver()) optimize_init_evaluatortype(S, "d1") optimize_init_params(S, (0.5,0.5)) optimize_init_which(S, "min") p=optimize(S) Iteration 0: f(p) = .65 Iteration 1: f(p) = .65 p 1 2 +-----------+ 1 | .5 .5 | +-----------+ Vesile Phd Candidate, Utrecht University * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

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