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Re: st: grid-searching an optimal value

 From Maarten Buis To statalist@hsphsun2.harvard.edu Subject Re: st: grid-searching an optimal value Date Thu, 3 May 2012 10:55:31 +0200

```--- On Thu, May 3, 2012 at 7:16 AM, econqian222 wrote:
>>>   I'm searching for an optimal value of "a" belong to the scale [1.05,
>>> 131.5] at jumping interval that is 0.05. Correspondingly, “b" belong to the
>>> scale of [0, (a-1)/a] at jumping  interval that is (a-1)/30a. Actually， this
>>> is a kind of grid-searching optimal value.
>>>   To minimize the sum of "u^2" by each value of code(1,2,3,4,...), where
>>> u=y-ax1-bx2, we need to search the optimal value of "a" and "b" within their
>>> respective scale and interval for each value of code(1,2,3,4,...).

--- Jorge Eduardo Pérez Pérez answered:
>> This sounds to me like a regression with interval constraints
>>
>> http://www.stata.com/support/faqs/stat/interval-constraints.html

--- On Thu, May 3, 2012 at 7:16 AM, econqian222 wrote:
>   Thanks for a kind answer, unfortunately, it can't help to my question, I
> would like to hear more regarding to my question.

Based on your description of your problem, Jorge is correct. If you
want to know more you need to say why what he says does not work. You
seem to  think you need a grid search, but based on what you say that
is not true: -nl- should be perfectly fine for that optimization
problem, though you probably need some good starting values.

-- Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------

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