Yes, matlab is very convinient for such kind of problems.
But I have 3-step-procedure to estimate coefficients. First and third of
which are standard regressions. But second stage is some kind of
non-linear least squares and requires minimazing quadratic form.
Wednesday, May 12, 2004, 7:33:18 PM, you wrote:
i> Maybe you should try matlab or gauss.
i> ----- Original Message -----
i> From: "Oleksandr Shepotylo" <[email protected]>
i> To: <[email protected]>
i> Cc: "Alexand Shepotilo" <[email protected]>
i> Sent: Wednesday, May 12, 2004 11:36 AM
i> Subject: st: optimization problem in Stata?
>> Hi statalist,
>>
>> I am a little bit confused by optimization capabilities of Stata.
>>
>> Suppose I want to estimate parameters of a vector g=[alpha, beta]
>> by minimizing the following expression:
>>
>> min [A*g+B]*[C*g+D],
>>
>> where A,B,C,D are matrixes. What command of Stata if any is capable of
i> doing
>> this?
>>
>>
>> Thanks, Oleksandr.
>>
>>
>> *
>> * 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/
>>
i> *
i> * For searches and help try:
i> * http://www.stata.com/support/faqs/res/findit.html
i> * http://www.stata.com/support/statalist/faq
i> * http://www.ats.ucla.edu/stat/stata/
--
Best regards,
Oleksandr mailto:[email protected]
*
* 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/
