I am trying to minimize the below objective function in Stata using optimize command in order to estimate m and n. But, I having a tough time to write the objective function.
sum ((A-B-(m-n)*(wc*A-wC*B)- n* (wc* (1-G_near)/Apdf - (1-GG)/Bpdf))^2)
I tried the below code, but did not get what I expected. Any help would be appreciated. Thanks!
Code:
a = st_data(.,"A_near") b = st_data(.,"G_near") c = st_data(.,"Apdf_near") d = st_data(.,"B") e = st_data(.,"GG") f = st_data(.,"Bpdf") g = st_data(.,"wC") h = st_data(.,"wc") void myeval(todo, p, a, b, c, d, e, f,g,h, opt,S,H) { m = p[1] n = p[2] opt = sum((a-d-(m-n)*(h*a-g *d)-n*(h *((1:-b):/c)-g *(1:-e):/f)):^2) }
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input float(wC GG B) double Bpdf int nbidder float(wc G_near A_near) double Apdf_near .09301207 .00053518865 .0748278 .0602234952547114 2 .03862784 .0005366247 .04292616 .05693702920208285 .178657 .001070664 .07697561 .06195721358048675 2 .0241337 .0010735376 .0440171 .05769971760416821 .12923165 .0016064268 .08090728 .06538882418743933 2 .1563326 .0016107393 .0440171 .05769971760416821 .06555109 .0021424768 .09154756 .07366921292444421 2 .29573992 .00214823 .09017445 .09163196749500602 .032069378 .002947093 .12422522 .09576766770922014 2 .4114528 .002686011 .09017445 .09163196749500602 .3071286 .0032154424 .12944987 .09932511791771523 2 .2414842 .0032240814 .11403993 .10556013439954556 .3658912 .0037523585 .14428443 .10858489728427703 2 .4810045 .003762443 .11403993 .10556013439954556 .21328142 .00482706 .15038234 .11147477332017262 2 .1758451 .004840039 .12271439 .10975102905271232 .45325 .005902923 .1663317 .11723071716814493 2 .5664513 .005918804 .13202655 .11398269124038349 .02353744 .006441291 .1691902 .11803267701459642 2 .6048799 .006458625 .14183159 .11843745610814434 end
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