[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: sum of covariances
I am trying to compute sum of covariances between groups on a panel dataset.
Specifically, I have panel data on individual consumption (Cit) and
I would like to know what the sum of covariances is for group i vs. group j
over a particular time period. So my varcov matrix is not cross sectional
but over time series, and I am computing
Cov(Cit,Cjt)=sum(Cit-Ci)(Cjt-Cj) , where Ci or Cj are means for for i or j
Is there a way to do it in Stata?
* For searches and help try: