Re: st: loop within Mata to run several optimize() commands

[Nick Cox <njcoxstata@gmail.com>]

I see no code here. I think you would improve your chances of an  
answer if you showed your code.

Nick

On 26 Dec 2011, at 15:45, Ozgur Ererdem <ozgur.ererdem@ecopa.com> wrote:

> Dear all,
>
> I am trying to run the optimize() command several times in a row, by  
> using, for each loop, the same optimization program but with  
> different values for the parameters of the functions. Let's say I  
> have  the following:
>
> (a^2)*x + (ln(b))^(0.5)*y - sin(a) + beta[1] = 0
> (b^3)*y - tan(a^2)*x - beta[2] = 0
>
> for each loop, I have different values for (a, b, beta[1], beta[2]),  
> and each loop calculates (x, y) that maximize this non-linear  
> system. The values for a, b and betas are kept in a matrix, and  
> there is an ID for each set of (a, b, beta[1], beta[2]). In other  
> terms, for each ID I have, say:
>
> ID            a              b             beta
> 1              2              0.5          0.9
> 1              2              0.5          2
> 2              1.3          1.1          0.5
> 2              1.3          1.1          0.7
>
> So basically, what I have to do, for each loop, is to keep only the  
> (a, b, betas) set I need with "keep if ID==something" and then run  
> the optimization.
>
> However I tried several ways to run this loop, and none of them  
> worked so far:
> - Tried to run a foreach loop from Stata, with a mata section in the  
> middle. But realized that this was impossible, because the "end"  
> command you have to put at the end of your Mata entries simply stops  
> the Stata loop itself.
> - Tried to trick Mata by using the old-style "goto" command, but I  
> am getting an error message (system error UPDaddr)
> - The Mata loop (for (i=.; i<=.; i++)) does not allow for the  
> command "Mata Stata use "..dta"", which I need to call the (a,b,  
> beta) matrix at each loop.
>
> I would appreciate any help you can give me.
>
> Thank you in advance
>
> Ozgur Kaan Ererdem
> Economist
> ECOPA
> www.ecopa.com
>
>
>
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