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Re: st: Standard error of a sum
Nick Cox wrote:
> I think Clive meant -summarize, detail-.
Later, Jeph Herrin wrote:
> That "option display is not allowed"....
> You mean 'detail', of course.
Yes, indeed I did; I apologise for misleading Meloria. All those late
One could calculate the standard error of her composite of two forecasted
values from her two -arima- models manually using -gen- and -egen-, but I
can only get there in five:
. webuse wpi1
. g bob=invnorm(uniform())
. quietly arima wpi bob, ar(1)
. predict m1
. quietly arima ln_wpi bob, ar(1)
. predict m2
. g m=m1+m2
. egen sdm=sd(m)
. g sqrtn=sqrt(_N)
. g sem=sdm/sqrtn
. codebook sem
When I did it, Stata computed the same value for every observation, and
that's exactly what you want.
Hope that helps.
CLIVE NICHOLAS |t: 0(044)7903 397793
Politics |e: firstname.lastname@example.org
Newcastle University |http://www.ncl.ac.uk/geps
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