Maybe you should try matlab or gauss.
----- Original Message -----
From: "Oleksandr Shepotylo" <[email protected]>
To: <[email protected]>
Cc: "Alexand Shepotilo" <[email protected]>
Sent: Wednesday, May 12, 2004 11:36 AM
Subject: st: optimization problem in Stata?
> Hi statalist,
>
> I am a little bit confused by optimization capabilities of Stata.
>
> Suppose I want to estimate parameters of a vector g=[alpha, beta]
> by minimizing the following expression:
>
> min [A*g+B]*[C*g+D],
>
> where A,B,C,D are matrixes. What command of Stata if any is capable of
doing
> this?
>
>
> Thanks, Oleksandr.
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
