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Re: st: xtsum formulas


From   "Neil Shephard" <[email protected]>
To   [email protected]
Subject   Re: st: xtsum formulas
Date   Thu, 6 Jul 2006 16:45:26 +0800

On 7/6/06, Podest�, Federico <[email protected]> wrote:

I have (I think) a simple problem: I would like to know formulas used by the -xtsum- command to obtain the betweem standard deviation and the within standard deviation.
In particular I would like to know Stata code to compute such statistics by hand solving all parts of the formulas step by step.
The formulas for the methods implemented in Stata (at least those I've
ever had recourse to look up) are given in the manuals, in this
instance it will be [XT].

In this instance because -xtsum- is implemented as a do-file....

. which xtsum
/usr/local/stata9/ado/base/x/xtsum.ado
*! version 1.0.9  06aug2004

..you can look at the code yourself by viewing the relevant file in a
text-editor.

(Be wary of modifying the file which will break things.  If you want
to make modifications, don't, instead clone the do-file to your
personal-ado file and rename it, and make modifications to that).

Neil
--
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degree of improbability." - R.A. Fisher

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