## How to find the value of two independent variables that make the dependent variable is minimum

Occasional Contributor
Posts: 13

# How to find the value of two independent variables that make the dependent variable is minimum

Hi SAS community members,

I am trying to find out the values of two independent variables that make the value of dependent variable is minimum.

For example, here is my equation: EC= q1(x1)c1+q2(x2)c2

what i want to do is find out the values of x1 and x2 that make EC is the minimum.

Regards,

Terrence

Posts: 1,837

## Re: How to find the value of two independent variables that make the dependent variable is minimum

2) how many observationsare in your dataset ?

3) have you tried to create a sas code ? If yes - post it.

Occasional Contributor
Posts: 13

## Re: How to find the value of two independent variables that make the dependent variable is minimum

[ Edited ]

Hi Shmuel,

Thank you very much for your prompt response. Some variables of the equation are known,

The sample data as follow:

 Global Company em Estimated Probability Key 1173 1 0.01095 1173 1 0.00952 1286 1 0.00804 3362 1 0.0161 3734 0 0.00812 3839 1 0.0123 3946 1 0.01109 4060 0 0.00972 4060 1 0.01077 4372 1 0.00967 4601 1 0.00978 4601 0 0.00981 4622 1 0.00922 4769 1 0.01033 5047 1 0.01023 5399 1 0.00945 6136 1 0.01154 6136 1 0.00984 6882 1 0.00917 7652 1 0.00949 7652 0 0.00958 7991 1 0.01051 8092 1 0.01075 8972 0 0.01 9538 1 0.01213 10026 1 0.00946

em=1means the observations is a manipulator, 0 otherwise,  Estimated Probability is the estmated probabilty calculated by a Logit model.

I need to find a cut-off value for Estimated Probability that make EC has the minimum value

EC= q1(x1)c1+q2(x2)c2

where q1=0.01, c1=1 , q2=0.99, c2=20

x1 is the observed Type I error, x2 is the observed the Type II error.

I have 10,000 observations.

Kind regards,

Terrence

Posts: 5,540

## Re: How to find the value of two independent variables that make the dependent variable is minimum

Are q1 and q2 continuous functions? If so, can you find their derivative?

Do you have a licence for SAS/OR?

PG
Occasional Contributor
Posts: 13

## Re: How to find the value of two independent variables that make the dependent variable is minimum

[ Edited ]

Hi PG STATS,

q1 and q2 are assumed probabilities, and not continuous. For example, here i assume the assuemd probabilty for manipulator q1=0.01 (1%), and the assumend probabilty for non-manipulator is q2=0.99 (99%).

Yes, I have the licence for SAS/OR.

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