--Break-- r(1); error (while running moptimize)

[Nayeon Kang]

Hi all,
I am trying to define a function and optimize it. My aim is to find parameter values (para_a and para_b) returning minium value of objective function. My code is as follows:

mata: mata drop myobjfunc()
mata
void myobjfunc(real scalar lnf, real scalar para_a, real scalar para_b, real scalar assigned_value_lower, real scalar assigned_value_upper)
{
    real scalar observed_cdf, diff, sum_diff, temp_cdf, current_sum_diff
    real scalar xl, xr, lower_bound, upper_bound, total_sum_obsCDF, total_sum_diff, pred_cdf
    real scalar i

    xl = .
    xr = .
    lower_bound = round(assigned_value_lower, 0.01) // assigned_value_lower and assigned_value_upper are data on the original  dataset (.dta).
    upper_bound = round(assigned_value_upper, 0.01)
    total_sum_obsCDF = 0
    total_sum_diff = 0
    pred_cdf = 0

    for (i=1; i<=10; i++) {
        // Replace with actual value
       real scalar qsp7dens_i_new
       qsp7dens_i_new= 0.0  * initial value
       total_sum_obsCDF = total_sum_obsCDF + qsp7dens_i_new


        if (i == 10) {
            xl = -0.16
            xr = -0.12
        }
        else if (i == 9) {
            xl = -0.12
            xr = -0.08
        }
         else if (i == 8) {
             xl = -0.08
             xr = -0.04
        }
    else if (i == 7) {
         xl = -0.04
         xr = -0.02
    }
    else if (i == 6) {
     xl = -0.02
     xr = 0.00
    }
    else if (i == 5) {
     xl = 0.00
     xr = 0.02
    }
    else if (i == 4) {
     xl = 0.02
     xr  = 0.04
    }
    else if (i == 3) {
     xl = 0.04
     xr = 0.08
    }
    else if (i ==2){
     xl = 0.08
     xr = 0.12
    }

    else if(i == 1){
     xl = 0.12
     xr = 0.16
    }

        printf("xl is %f, xr is %f\n", xl, xr)

        if (xr > upper_bound) {
            temp_cdf = 1
        }
        else if (lower_bound <= xl & xl < upper_bound & lower_bound < xr & xr <= upper_bound) {
            temp_cdf = ibeta(para_a, para_b, (xr - lower_bound) / (upper_bound - lower_bound))
        }
        else if (xl < lower_bound) {
            temp_cdf = 0
        }

        pred_cdf = temp_cdf
        diff = (total_sum_obsCDF - pred_cdf)^2
        total_sum_diff = total_sum_diff + diff
    }

    lnf = -total_sum_diff  // objective function: This is what I want to minimize. 
}

end
gen opt_a = .
gen opt_b = .
// define a new function (my_mata_function) to call position of specific id. 
mata: 
real matrix my_mata_function(real scalar id) {
 real matrix idx
 idx = select(rownum(1::rows(st_data(., "uniqueid"))), st_data(., "uniqueid") :== id)
    display(idx);  // 반환값 출력
    return(idx);
}
end


levelsof uniqueid, local(userids)
foreach id of local userids {

    preserve
    
    //  select a current id
    keep if uniqueid == `id'
    mata:
    // call my_mata_function. 
    real id_scalar=`id'
    real matrix idx = my_mata_function(id_scalar)
    display(idx)
    // constraints
    real rowvector lb
    lb = (1, 1)  // Lower bounds for para_a and para_b
    real rowvector ub 
    ub = (3000 , 3000) // Upper bounds for para_a and para_b (no upper bounds in this case)
    printf("lb: %f, ub: %f\n", lb, ub)
  


    // moptimize 
    M = moptimize_init()
    moptimize_init_search(M,  "on")
    moptimize_init_evaluator(M, "myobjfunc")
    moptimize_init_evaluatortype(M, "d0")
    moptimize_init_eq_indepvars(M, 1, ("para_a", "para_b"))
    moptimize_init_constraints(M, lb, ub)


    moptimize(M)

    // call optimized para_a and para_b
    real rowvector theta_hat() 
    theta_hat = moptimize_result_coefs(M)

    // replace opt_a and opt_b variables on the original dataset with optimized para_a and para_b.
    opt_a_col = st_varindex("opt_a")
    opt_b_col = st_varindex("opt_b")
    st_store(idx, opt_a_col, theta_hat[1, 1])
    st_store(idx, opt_b_col, theta_hat[1, 2])
    display(idx)
    end

    restore
}

--Break-- r(1) error message pops up at the end of the code. Right before the last restore command. I am new to Stata and don't understand what's wrong with my code. Until the very last line, it seems everything works.

[Sebastian Kripfganz]

Multi-line Mata blocks

mata:
...
end

do not work withing Stata's foreach or forvalues loops. You would need to write a separate program or Mata function that you can call within a single line, or use the Mata prefix mata: separately for each line.