st: RE: Weighted daily mean

 From "Nick Cox" To Subject st: RE: Weighted daily mean Date Thu, 16 Oct 2008 12:17:45 +0100

```This is not to me a simple question as you don't spell out fully what is
going on.

I guess that you have a variable number of trades on each day. In that
situation, the mean over trades and the mean over days (the mean of
daily means) will probably differ.

If you want a mean over trades, that would be easiest got by

And if you want that in a variable (difficult to see why), you could
then go

Your second statement is equivalent, but a bit inefficient. Still, by
the time you have typed two commands not one, you wouldn't notice.

If you want a mean over days, each day being given equal weight, then
you could go

egen tag = tag(date)

and if necessary

Nick
n.j.cox@durham.ac.uk

Beatrice Crozza

maybe again a simple question, but I tried to read the help and I
didn't find a solution.

I have calculated a daily mean for my variable trade, typing:

now I want to calculate the total mean, so I typed:

but I don't think that the result is correct.

Do you have any idea of how to calculate a mean, taking into account
the daily mean?

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```