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st: Re: creating mean across panel variables


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: creating mean across panel variables
Date   Wed, 24 Oct 2007 07:04:04 -0400

-collapse- will create a dataset with one observation per day containing the summary statistics you specify. If you don't want to collapse the data, then -egen, mean()- will create a new variable with the same mean value repeated for each firm.


Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


On Oct 24, 2007, at 2:33 AM, Thomas wrote:


I have the following problem I have been unable to decipher.  I have a
panel of 200 firms with 5 years of trading data in the form of spreads
at various maturity points.  Suppose I wish to create a daily average
or median spread across all firms to produce a time series of average
and mean each day.  Can anyone suggest how to do that?  Thanks.
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