Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: how to write "byable" for this program?
From
econqian222 <[email protected]>
To
[email protected]
Subject
st: how to write "byable" for this program?
Date
Thu, 24 Nov 2011 03:53:15 -0800 (PST)
Hi, Nick
Thanks for your kind reply!
I still can't understand the crutial part you referred to, so if I want
to solve the problem i decribed in last message, how should I write the
code?
Many thanks,
Qian
The dataset goes like the following:
hs y x1hat x2hat sigma
10290 736 283.731 141
10420 826 10.615 1.375
10511 276 78 2.687
10511 528 196.735 3.278
10511 818 148.753 11.0796
10511 251 4.861 .718
10519 276 6.189 .718
10519 276 9.396 .621
10519 404 7.355 .636
10591 682 10.8318 .812
10591 528 9.09482 .636
10591 276 8.49024 .417
Program grid, byable(recall)
"run the following grid-searching code"
end
by hs: grid
The grid-searching code is listed as following:
if sigma1 < 1 | sigma1 == . {
local sigma1_hat = .
local rho1_hat = .
}
local SigmaMin = 1.05
local SigmaMax = 131.05
local SigmaJump = 1.0
local J1 = (`SigmaMax' - `SigmaMin')/`SigmaJump' + 2
local J2 = 32
sort product t
mat uHat = J(`J1',`J2',.)
local row = 2
foreach s of numlist `SigmaMin'(`SigmaJump')`SigmaMax'{
mat uHat[`row',1] = `s'
local col = 2
local RhoMax = (`s'-1)/`s'
local RhoJump = `RhoMax' / (`J2' - 2)
foreach r of numlist 0(`RhoJump')`RhoMax'{
mat uHat[1,`col'] = `r'
qui gen uTemp = y -((`r') / ((((`s')-1)^2) * (1-(`r')))) * x1hat-((2*(`r')
-1) / (((`s')-1) * (1-(`r')))) * x2hat
qui gen sTemp = uTemp*uTemp*(1/period)
qui summ sTemp, d
mat uHat[`row',`col'] = r(sum)
drop uTemp sTemp
local col = `col' + 1
}
local row = `row' + 1
}
local MinU = uHat[2,2]
local rho_hat = uHat[1,2]
local sigma_hat = uHat[2,1]
local row = 2
foreach s of numlist `SigmaMin'(`SigmaJump')`SigmaMax'{
local col = 2
foreach r of numlist 0(`RhoJump')`RhoMax'{
if `MinU' > uHat[`row',`col'] {
local MinU = uHat[`row',`col']
local rho_grid_hat = uHat[1,`col']
local sigma_grid_hat = uHat[`row',1]
}
local col = `col' + 1
}
local row = `row' + 1
}
foreach var in sigma rho {
capture replace `var'1 = ``var'_grid_hat'
local `var'1_hat = ``var'_grid_hat'
}
--
View this message in context: http://statalist.1588530.n2.nabble.com/how-to-write-byable-for-this-program-tp7027848p7027848.html
Sent from the Statalist mailing list archive at Nabble.com.
*
* 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/