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From |
econqian222 <[email protected]> |

To |
[email protected] |

Subject |
st: grid-search for a practical problem |

Date |
Mon, 5 Dec 2011 15:49:05 -0800 (PST) |

Hi, Nick Thank you very much for your kind and useful feedback for my similar questions. To state my problem simply, for each value of hs(10290,10420,10511,10519,10591), I want to find a value of r which is between 1.05 and 131.05, the interval is 1; For each value of r, there is a value of s which is between 0 and ( r-1)/r , the interval is ( r-1)/(30*r) to minimize U^2 where U is obtained by the following equation U=y -((`r') / ((((`s')-1)^2) * (1-(`r')))) * x1hat-((2*(`r') -1) / (((`s')-1) * (1-(`r')))) * x2hat Finally, record such r and s for each value of hs The dataset goes like the following: hs y x1hat x2hat sigma 10290 736 283.731 141 10420 826 10.615 1.375 10511 276 78 2.687 10511 528 196.735 3.278 10511 818 148.753 11.0796 10511 251 4.861 .718 10519 276 6.189 .718 10519 276 9.396 .621 10519 404 7.355 .636 10591 682 10.8318 .812 10591 528 9.09482 .636 10591 276 8.49024 .417 Many thanks, Qian -- View this message in context: http://statalist.1588530.n2.nabble.com/grid-search-for-a-practical-problem-tp7065071p7065071.html Sent from the Statalist mailing list archive at Nabble.com. * * 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: grid-search for a practical problem***From:*Nick Cox <[email protected]>

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