I swear that this is my last email:
I trying to calculate bounds on E[y(t)]. So I need to calculate the
lower bound and also a confidence interval on it using boostrap.
So I am trying to calculate:
(1) (2)
SUM max( E[y|z=s] + max {(E[y|z=s']-E[u|z=u]/(s'-u))*(t-s')})
(s>=t) (s'|s>=s'>=t} {u|u<t}
(Okumura and Usui, 2006 pag.4). So here we have s,s’,t and u: every
letter goes from 8 to 20. I decide to do a program for each,
t=8,...,20. (So I am trying to calculate the lower bound for each t). I
also have tried to use all of t together (also create forvalues for t)
but stata gives a message “No room to add more variables”. In the
program that I already sent to you I am considering that t is equal 9,
so u=8 because u<9 (I do this in line 7 : qui sum `1' if u==8 ). So I
have tried to use rowmax() to calculate the maximum of the first max
parenthesis (lines 9 and 11- part (1) + (2)), doesn’t matter if I
calculate (2) and take the max or sum (1) and (2) and take the max, as
I have to take the max again). Then in the reminding lines I have tried
to multiply (3) {(1)+(2)}, the whole equation by P(z=s) and then use
rowtotal to sum all of these observations, as I have to sum over s>=t.
(lines 15 and 16 of the programe)
I am afraid that this could be less clear than before but is exactly
what I trying to do. Of course that I do not expect you create an ado
file for me. I just want some tips or some help as you all know much
more about stata programming. So I really need to move the calculation
of the maximum outside the loop?
Many thanks
Nick Cox wrote:
>Quite so, and not a problem. It's my point 1 that is more important.
>
>Nick
>[email protected]
>
>
>-----Original Message-----
>From: Anne Resende [mailto:[email protected]]
>Sent: 28 April 2009 19:02
>To: Nick Cox
>Subject: RE: st: Programming stata using egen functions
>
>
>2. "You don't know enough Stata to do what you want without help."
>That is why I decided to send an email to statalist.
>Thanks anyway
>Anne
>
>
>
Martin Weiss wrote:
>
><>
>
>True, I was too focused on the issue with the -scalar- and -local-
problem to notice that -rowtotal()- was not the best example.
>
>Overall, I am sensing an overwhelming willingness to help Anne, but she
should try to describe _verbally_ what she wants to achieve, and I am
sure no more than a couple of lines will be necessary to get there.
Maarten has already had a stab at it...
>
>
>HTH
>Martin
>
>
>-----Ursprüngliche Nachricht-----
>Von: [email protected]
[mailto:[email protected]] Im Auftrag von Nick Cox
>Gesendet: Dienstag, 28. April 2009 19:43
>An: [email protected]
>Betreff: RE: st: Programming stata using egen functions
>
>But then the -rowtotal()- is pointless. As Kit pointed out several
posts ago, the row total of one item is precisely that item.
>
>Nick
>[email protected]
>
>Martin Weiss
>
>Better example
>
>*************
>tempvar ep_`s'
>gen `ep_`s''=exem2_`s'*`P1_`s''
>qui egen `ep2_`s''=rowtotal(`ep_`s'')
>*************
>
>Martin Weiss
>
>" So in line 9 I substitute `scalar’ for `local’ hoping
>that rowmax() could now recognize the varlist."
>
>Well, you have not passed a -varlist- to -egen, rowmax()- so it
complains about its syntax statement not being respected, and rightly
so. -local-s and -scalar-s are equally bad, in this respect. If that is
all that is standing between you and success, then let the -gen- and
-egen- statements refer to -tempvar-s. In this fashion, at least they
will be legal...
>
>
>So instead of
>
>**
>qui summarize `1' if `sp'==u
>local mean1_`s'`sp' =r(mean)
>**
>
>say -egen mean1_ssp=mean(`1') if `sp'==u-
>
>Anne Resende
>
>Thanks a lot for all answers!!
>Just to clarify some points:
>I understood that the egen functions rowmax() and rowtotal() did not
>accept scalar. So in line 9 I substitute `scalar’ for `local’ hoping
>that rowmax() could now recognize the varlist. But stata returns de
>same error message. I need the rowmax() function to returns the maximum
>values between the varilist. (the maximum values within each `s’)
>
>So I have tried:
>program mymean, rclass
> 1. syntax [varlist] [if]
> 2. tokenize "`varlist'"
> 3. forvalues s=9(1)20 {
> 4. forvalues sp=9(1)`s' {
> 5. qui summarize `1' if `sp'==u
> 6. local mean1_`s'`sp' =r(mean)
> 7. qui sum `1' if u==8
> 8. local mean2_`s'`sp' =r(mean)
> 9. local m_`s'`sp'=`mean1_`s'`sp'' + ((`mean1_`s'`sp'' -
>`mean2_`s'`sp'')/(`sp'-8))*(9-`sp')
> 10. tempvar exem_`s' P_`s' ep_`s' ep2_`s'
> 11. qui egen `exem_`s''=rowmax(m_`s'`sp')
> 12. qui gen `P_`s''=sum(P) if `s'==u & id==1
> 13. qui sum `P_`s'', meanonly
> 14. local P1_`s'=r(max)
> 15. scalar ep_`s'=exem2_`s'*`P1_`s''
> 16. qui egen `ep2_`s''=rowtotal(ep_`s')
> 17. return scalar eq2=`ep2_`s''
> 18. }
> 19. }
> 20. end
>
>end of do-file
>. mymean loghw
>variable m_99 not found
>r(111);
>
>1) I understand the differences between egen sum( )and stata fuctions
>sum(), but neither gives me what I need. I intend to use rowtotal()
>because it sums the observations on the rows not on the columns as egen
>sum() and sum() do.
>
>2) Sorry about: return scalar eq29=rowtotal(ep_`s') that I wrote in
>the other email.. I know that it’s wrong
>
>3)What is my aim? As I told I need to end up with one variable in order
>to run the bootstrap.
>I want to the create the program mymean and then run: bootstrap r(eq2),
>reps(#) seed(#) : mymean loghw (I am following the idea on:
>http://www.stata.com/capabilities/boot.html)
>
>4)I think that I cannot use a do.file because I will end up with a
>constant (I also tried) and so I could not run the bootstrap. Creating
>and ado file the program allows me to use the boots after.
>
>So all I want to do is to write a program to calculate my statistics of
>interest and then apply the bootstrap. And my problem is how I can
>construct a varlist in order to run my program using rowmax() and
>rowtotal(). Or maybe there is another way to do that without having to
>use rowmax() and rowtotal() functions.
>I hope that is clearer now,
>Thanks
>Anne
>
>Thanks
>Anne
>
>
>Richard Ochmann wrote:
>
>
>>...
>>not entirely clear what you want to do there,
>>but maybe you can borrow from this code on generating a list of scalars
>>(which might be inefficient either):
>>
>>***
>>#delimit;
>>sysuse auto;
>>local meanlist = "0";
>>forvalues i = 1/2 {;
>>forvalues j = `i'/3 {;
>>quietly sum price, meanonly;
>>scalar s`i'`j' = r(mean)/runiform();
>>local meanlist = " `meanlist', `=s`i'`j'' ";
>>di "`meanlist'";
>>scalar mymax = max(`meanlist');
>>di mymax;
>> };
>> };
>>***
>>
>>best, rich
>>
>>
>>[email protected] schrieb am 28.04.2009 02:05:25:
>>
>>> Dear All
>>> I am having some problems with my ado.file whenever I try to include
>>> some egen functions like rowmax and rowtotal. I am currently using
>>> Stata 10.0
>>>
>>> My ado program is:
>>>
>>> program mymean, rclass
>>> 1. syntax [varlist] [if]
>>> 2. tokenize "`varlist'"
>>> 3. forvalues s=9(1)20 {
>>> 4. forvalues sp=9(1)`s' {
>>> 5. qui summarize `1' if `sp'==u
>>> 6. local mean1_`s'`sp' =r(mean)
>>> 7. qui sum `1' if u==8
>>> 8. local mean2_`s'`sp' =r(mean)
>>> 9. scalar m_`s'`sp'=`mean1_`s'`sp'' + ((`mean1_`s'`sp'' -
>>> `mean2_`s'`sp'')/(`sp'-8))*(9-`sp')
>>> 10. tempvar exem_`s' P1_`s' P_`s' ep_`s' ep2_`s'
>>> 11. qui egen `exem_`s''=max(m_`s'`sp')
>>> 12. return scalar exem2_`s'=`exem_`s''*1
>>> 13. qui gen `P1_`s''=sum(P) if `s'==u & id==1
>>> 14. qui egen `P_`s'' =max(`P1_`s'')
>>> 15. scalar ep_`s'=exem2_`s'*`P_`s''
>>> 16. qui gen `ep_`s''=exem2_`s'*`P_`s''
>>> 17. return scalar eq29=sum(ep_`s')
>>> 18. }
>>> 19. }
>>> 20. end
>>> This program is running well. But in lines 11 and 17, I in fact need
>to
>>> use the commands rowmax rather than max and rowtotal rather sum. So
>>> when I use max and sum the program runs well but when I substitute
>this
>>> commands whith rowmax and rowtotal stata gives me the following error
>>> message after I typed mymean loghw:
>>>
>>>
>>> program mymean, rclass
>>> 1. syntax [varlist] [if]
>>> 2. tokenize "`varlist'"
>>> 3. forvalues s=9(1)20 {
>>> 4. forvalues sp=9(1)`s' {
>>> 5. qui summarize `1' if `sp'==u
>>> 6. local mean1_`s'`sp' =r(mean)
>>> 7. qui sum `1' if u==8
>>> 8. local mean2_`s'`sp' =r(mean)
>>> 9. scalar m_`s'`sp'=`mean1_`s'`sp'' + ((`mean1_`s'`sp'' -
>>> `mean2_`s'`sp'')/(`sp'-8))*(9-`sp')
>>> 10. tempvar exem_`s' P1_`s' P_`s' ep_`s' ep2_`s'
>>> 11. qui egen `exem_`s''=rowmax(m_`s'`sp')
>>> 12. return scalar exem2_`s'=`exem_`s''*1
>>> 13. qui gen `P1_`s''=sum(P) if `s'==u & id==1
>>> 14. qui egen `P_`s'' =max(`P1_`s'')
>>> 15. scalar ep_`s'=exem2_`s'*`P_`s''
>>> 16. qui gen `ep_`s''=exem2_`s'*`P_`s''
>>> 17. return scalar eq29=rowtotal(ep_`s')
>>> 18. }
>>> 19. }
>>> 20. end
>>> .
>>> end of do-file
>>> . mymean loghw
>>> variable m_99 not found
>>> r(111);
>>>
>>> So I would like to know why the program recognizes the max and sum
>egen
>>> functions but do not recognize (or do not find my variable) when I use
>>> the rowmax and rowtotal egen functions. Is there any programming
>>> differences between these two kind of egen functons?
>
>*
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>
>
>*
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>
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