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From |
"Tiago V. Pereira" <[email protected]> |

To |
[email protected] |

Subject |
st: How to maximize/minimize two equations in Stata |

Date |
Sun, 24 Apr 2011 15:03:56 -0300 (BRT) |

Dear Statalisters, I need to solve a problem in Stata, but I am not sure if Stata is capable of solving that. I have checked -nl- and optimize in Mata, but I am not sure if they do what I am looking for. The problem I have is the following: (a*b+(1-a)*c)/((a^2)*d+((1-a)^2)*e+2*a*(1-a)*f) = X ((a^2)*d+((1-a)^2)*e+2*a*(1-a)*f) = Y I need to compute the single parameter "a" in both equations 1 and 2 that provides the largest value of X, while giving the smallest possible value of Y. I have all remaining values: b,c,d,e and f. I am asking you this question because I saw that both -nl- and optimize set each equation to a specific value. In my case, I don't know the value of X and Y. I am just interested in the largest possible value of X with the smallest possible value of Y. I will be very grateful if you could provide me some advice/references. All the best, Tiago * * 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/

**Follow-Ups**:**Re: st: How to maximize/minimize two equations in Stata***From:*Mauricio Esteban Cuak <[email protected]>

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