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| From | Maarten Buis <maartenlbuis@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: grid-searching an optimal value |
| Date | Thu, 3 May 2012 10:55:31 +0200 |
--- On Thu, May 3, 2012 at 7:16 AM, econqian222 wrote: >>> I'm searching for an optimal value of "a" belong to the scale [1.05, >>> 131.5] at jumping interval that is 0.05. Correspondingly, “b" belong to the >>> scale of [0, (a-1)/a] at jumping interval that is (a-1)/30a. Actually， this >>> is a kind of grid-searching optimal value. >>> 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,...). --- Jorge Eduardo Pérez Pérez answered: >> This sounds to me like a regression with interval constraints >> >> http://www.stata.com/support/faqs/stat/interval-constraints.html --- On Thu, May 3, 2012 at 7:16 AM, econqian222 wrote: > Thanks for a kind answer, unfortunately, it can't help to my question, I > would like to hear more regarding to my question. Based on your description of your problem, Jorge is correct. If you want to know more you need to say why what he says does not work. You seem to think you need a grid search, but based on what you say that is not true: -nl- should be perfectly fine for that optimization problem, though you probably need some good starting values. -- Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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/