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| From | econqian222 <maguixianstatalist@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: how to search the optimal parameter |
| Date | Wed, 2 May 2012 12:42:11 -0700 (PDT) |
Hi,everyone
I'm searching for an optimal value of "a" belong to the scale [1.05,
131.5] at interval that is 0.05, “b" belong to the scale of [0, (a-1)/a] at
interval that is (a-1)/30a
To minimize the sum of "u^2" by each value of code(1,2,3,4,...), where
u=y-ax1-bx2, we need to search the optimal value of "a" and "b" within their
respective scale and interval for each value of code(1,2,3,4,...).
How should I write the program for this task?
the format of data goes as following:
code y x1 x2
1 4.65605 .7904362 -1.918414
1 8.55465 .388749 -1.823626
1 .5072982 6.095053 -1.758411
2 .0668553 .0946494 -.0795475
2 4.346485 .0366412 .3990744
2 .453282 .6764894 .5537513
2 2.514498 4.424465 -3.335462
3 5.027869 6.576887 5.750454
3 1.121937 5.153405 2.404536
3 .3745422 .2155463 -.2841324
3 1.061227 .0074581 -.0889647
4 3.328544 12.11974 -6.351465
4 .1192554 .3238932 -.196535
4 71.84912 .3888368 5.285602
. . . .
. . . .
Many thanks in advance,
Qian
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