MATLAB LOOP
in [Matlab]
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From: Joanna Lok on 31 May 2010 08:19 Need help with creating loop in matlab. I want to create an iterative process to find updating FGMM. I have Beta from 2sls and error term u_hat. I can obtain the omega_hat from u_hat^2. and substitute and get a FGMM estimator. what i want to do is to use this FGMM estimator to obtain a new u_hat_hat.. and then.. use that to get a new omega and get a new FGMM estimator... I hope someone will understand what i want... THANKS IN ADVANCE!!!!!!
From: us on 31 May 2010 08:34 "Joanna Lok" <joannalok13(a)hotmail.com> wrote in message <hu09fo$9u6$1(a)fred.mathworks.com>... > Need help with creating loop in matlab. > I want to create an iterative process to find updating FGMM. > I have Beta from 2sls and error term u_hat. > I can obtain the omega_hat from u_hat^2. and substitute and get a FGMM estimator. > what i want to do is to use this FGMM estimator to obtain a new u_hat_hat.. and then.. use that to get a new omega and get a new FGMM estimator... > > I hope someone will understand what i want... > > THANKS IN ADVANCE!!!!!! nice words... now, back to the real world of ML coding: what have YOU done so far to solve YOUR particular problem... us
From: sscnekro on 31 May 2010 08:55 Hi Joanna Lok, I'm not acquainted to FGMM estimation myself, but from your description I just fancy, you need to iterate your loop until you cannot improve upon a certain criterion. Fancy GMM is a minimum distance based estimator so the criterion will be of that sort - you 'll need to check out yourself. As for the loop, maybe you'd need sth like u_hat = ..; omega_hat = f(u_hat); FGMM = f(omega_hat); while condition violated u_hat_hat = f(FGMM); omega_hat_hat = f(u_hat_hat); FGMM = f(omega_hat_hat); end where f() stands just loosely speaking for "is function of". But really, I don't know FGMM, so you will need to write the appropriate condition and appropriate statements yourself. Good luck.
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