If you want a maximum over a set, it is often easiest to get it using something like this (mix of Stata and pseudocode)
tempname mymax
scalar `mymax' = <first value>
<loop over second ... last values {
<new value> = <whatever>
scalar `mymax' = max(`mymax', <new value>)
}
Nick
[email protected]
Anne Resende
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?
*
* 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/
