Dear Statlist,
I am trying to use the MATA Optimize command to get a minimum distance
estimator of some parameters of interest. I have six equations and six
unknown parameters - my actual problem is a bit more complex, but I
can't seem to get the simple version to work below:
I've typed in two matrices, c and f. I'm trying to find the parameters,
p, that minimize: (c-f(p))'(c-f(p)).
The error that I get is that the function is not conformable, does
anyone have a suggestion on how I could correct this in what I've done?
I believe the issue is that I need somehow to specify the dimensions of
the parameter vector, p. I'm just not sure if that is possible to do,
any ideas would be appreciated.
c
1
+-----+
1 | 1 |
2 | 2 |
3 | 3 |
4 | 4 |
5 | 5 |
6 | 6 |
+-----+
: f = (1,1,0,
0,0,0\0,1,1,0,0,0\0,0,1,1,0,0\0,0,0,1,1,0\0,0,0,0,1,1\1,0,0,0,0,1)
: f
1 2 3 4 5 6
+-------------------------+
1 | 1 1 0 0 0 0 |
2 | 0 1 1 0 0 0 |
3 | 0 0 1 1 0 0 |
4 | 0 0 0 1 1 0 |
5 | 0 0 0 0 1 1 |
6 | 1 0 0 0 0 1 |
+-------------------------+
: void md0(todo, p, c, f, lnf, S, H)
> {
> lnf = (c-f*p)'*(c-f*p)
> }
note: argument todo unused
note: argument S unused
note: argument H unused
: S = optimize_init()
: optimize_init_evaluator(S, &md0())
: optimize_init_evaluatortype(S, "v0")
: optimize_init_params(S,(0,0))
: optmize_init_which(S, "min")
: optimize_init_argument(S, 1, c)
: optimize_init_argument(S, 2, f)
: p = optimize(S)
md0(): 3200 conformability error
opt__calluser2_v(): - function returned error
opt__eval_nr_v0(): - function returned error
opt__loop_nr(): - function returned error
optimize(): - function returned error
<istmt>: - function returned error
r(3200);
-------------------------------------------------
Randall K. Q. Akee, Ph.D.
Research Associate
IZA - Forschungsinstitut zur Zukunft der Arbeit GmbH
IZA - Institute for the Study of Labor
P.O. Box 7240, 53072 Bonn, Germany
Schaumburg-Lippe-Str. 5-9, 53113 Bonn, Germany
Phone: +49 (228) 3894-306; Fax: +49 (228) 3894-510
E-Mail: [email protected]
Web: http://www.iza.org
Registered Office Bonn, District Court of Bonn, HRB 7745
Represented by: Prof. Dr. Klaus F. Zimmermann (Director)
-------------------------------------------------
*
* 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/
