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The whole code of grid-search for "byable"

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The whole code of grid-search for "byable"

Qian Yu
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Hi, all
     I encountered a problem in writing the code(grid-searching to obtain value of sigma) for each value of hs to get the corresponding value of sigma.  I made the code "byable" to run for each value of hs. However, once the program runs, and a sigma was obtained for its corresponding value of hs, all the values of sigma are given for the same value. Could anyone help me to check this problem?

Many thanks in advance,
Qian

      The dataset goes like the following:
 
hs y x1hat x2hat sigma
10290 736 283.731 141
10420 826 10.615 1.375
10511 276 78 2.687
10511 528 196.735 3.278
10511 818 148.753 11.0796
10511 251 4.861 .718
10519 276 6.189 .718
10519 276 9.396 .621
10519 404 7.355 .636
10591 682 10.8318 .812
10591 528 9.09482 .636
10591 276 8.49024 .417

Program grid, byable(recall)
"run the following grid-searching code"
end
by hs: grid

The grid-searching code is listed as following:
if sigma1 < 1 | sigma1 == . {
local sigma1_hat = .
local rho1_hat = .
}
local SigmaMin = 1.05
local SigmaMax = 131.05
local SigmaJump = 1.0
local J1 = (`SigmaMax' - `SigmaMin')/`SigmaJump' + 2
local J2 = 32

sort product t
mat uHat = J(`J1',`J2',.)
local row = 2

foreach s of numlist `SigmaMin'(`SigmaJump')`SigmaMax'{  
mat uHat[`row',1] = `s'
local col = 2
local RhoMax = (`s'-1)/`s'
local RhoJump = `RhoMax' / (`J2' - 2)
foreach r of numlist 0(`RhoJump')`RhoMax'{
mat uHat[1,`col'] = `r'
qui gen uTemp = y -((`r') / ((((`s')-1)^2) * (1-(`r')))) * x1hat-((2*(`r') -1) / (((`s')-1) * (1-(`r')))) * x2hat
qui  gen sTemp = uTemp*uTemp*(1/period)
qui summ sTemp, d
mat uHat[`row',`col'] = r(sum)
drop uTemp sTemp
local col = `col' + 1
}
local row = `row' + 1
}
local MinU = uHat[2,2]
local rho_hat = uHat[1,2]
local sigma_hat = uHat[2,1]
local row = 2

foreach s of numlist `SigmaMin'(`SigmaJump')`SigmaMax'{
 local col = 2

foreach r of numlist 0(`RhoJump')`RhoMax'{
if `MinU' > uHat[`row',`col'] {
local MinU = uHat[`row',`col']
local rho_grid_hat = uHat[1,`col']
local sigma_grid_hat = uHat[`row',1]
}
local col = `col' + 1
}
local row = `row' + 1
}
foreach var in sigma rho {
capture replace `var'1 = ``var'_grid_hat'
local `var'1_hat = ``var'_grid_hat'
}
 

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