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From |
Nick Cox <[email protected]> |

To |
"'[email protected]'" <[email protected]> |

Subject |
st: RE: Optimize for 2 unknowns looping over observations using Mata |

Date |
Mon, 5 Mar 2012 16:53:00 +0000 |

I started reading and got to a call x = st_data( i, in which you refer to "i", which is not an argument of the function nor defined earlier. But seemingly it worked. So I guess you are asking us to comment on code that is not self-contained. I decline to count parentheses for you; I have too many of my own to care for.... Nick [email protected] William Pratt I am trying to optimize two unknowns while looping over observations. I receive the statements "too many )", "x not found" or "anything but for is expected where found", as this is my first transition to mata from stata, I would greatly appreciate any advice / help, my script is presented below, and the error reporting further down. I have referred to prior postings: - Using for within Mata optimize to loop over observations, http://www.stata.com/statalist/archive/2009-02/msg00668.html - Setting up optimize for 2 equations in 2 unknowns, http://www.stata.com/statalist/archive/2008-07/msg01027.html **time and sqrtT are constant **sige, Ix, divrate, rf, ve gen double a = . gen double b = . mata void bsmp0(todo, p, x, lnf, g, H) { a = p[1] b = p[2] x = st_data( i,("sige", "Ix", "divrate", "rf", "time", "ve", "sqrtT")) f1= a * exp(-x[3]*x[5])*normal(ln(a/x[2])+x[5]*(x[4]-x[3]+(b^2/2)))/(b*x[7])) f2= x[2]*exp(-x[4]*x[5])*normal(ln(a/x[2])+x[5]*(x[4]-x[3]+(b^2/2)))/(b*x[7])) f3= (1-exp(-x[3]*x[5]))*a-x[6] f4= ((a*b*exp(-x[3]*x[5]))/x[6])*normal(ln(a/x[2])+ x[5]*(x[4]-x[3]+(b^2/2)))/(b*x[7]))-x[1] lnf = (f1-f2)^2+(f3-f4)^2 } for(i=1;i<=st_nobs();i++) { S = optimize_init() optimize_init_evaluator(S, &bsmp0()) optimize_init_evaluatortype(s,"v0") optimize_init_params(S,(0,0)) optimize_init_argument(S,1,i) p = optimize(S) st_store(i,"va", a) st_store(i,"siga", b) } end After trying numerous combinations based on help, the mata manual and online guides, I am not sure how to proceed. Thanks for your consideration, William . mata ------------------------------------------------- mata (type end to exit) ---------------------------------------- : void bsmp0(todo, p, x, lnf, g, H) > { > a = p[1] > b = p[2] > x = st_data( i,("sige", "x", "divrate", "r", "time", "ve", "sqrtT")) > > f1= a * exp(-x[3]*x[5])*normal(ln(a/x[2])+x[5]*(x[4]-x[3]+(b^2/2)))/(b*x[7])) too many ')' r(3000); : : f2= x[2]*exp(-x[4]*x[5])*normal(ln(a/x[2])+x[5]*(x[4]-x[3]+(b^2/2)))/(b*x[7])) too many ')' r(3000); : : f3= (1-exp(-x[3]*x[5]))*a-x[6] <istmt>: 3499 x not found r(3499); : : f4= ((a*b*exp(-x[3]*x[5]))/x[6])*normal(ln(a/x[2])+ x[5]*(x[4]-x[3]+(b^2/2)))/(b*x[7]))-x[1] too many ')' r(3000); : : lnf = (f1-f2)^2+(f3-f4)^2 <istmt>: 3499 f1 not found r(3499); : : } expression invalid r(3000); : : for(i=1;i<=st_nobs();i++) { > S = optimize_init() > optimize_init_evaluator(S, &bsmp0()) > optimize_init_evaluatortype(s,"v0") > optimize_init_params(S,(0,0)) > optimize_init_argument(S,1,i) > p = optimize(S) > st_store(i,"va", a) > st_store(i,"siga", b) > } <istmt>: 3499 s not found r(3499); * * 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/

**References**:**st: Optimize for 2 unknowns looping over observations using Mata***From:*William Pratt <[email protected]>

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