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Re: st: standard deviation


From   somsupa Nopprach <nmayecon31@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: standard deviation
Date   Sun, 26 Oct 2008 03:44:05 -0700 (PDT)

Dear Steven Samuels,

Thank you very much for your useful advice.
Bests,
somsupa


--- On Sat, 10/25/08, Steven Samuels <sjhsamuels@earthlink.net> wrote:

> From: Steven Samuels <sjhsamuels@earthlink.net>
> Subject: Re: st: standard deviation
> To: statalist@hsphsun2.harvard.edu
> Date: Saturday, October 25, 2008, 2:31 PM
> somsupa
> 
> bysort indcode period: keep if _n==1
> 
> Then drop the individual variables like iccl.  By the way,
> the log   
> of the SD will probably be a much better response variable
> than the  
> SD itself.
> 
> Steve
> 
> On Oct 25, 2008, at 4:29 AM, somsupa Nopprach wrote:
> 
> > Dear Maarten buis,
> > Thank you very much. I will try it.
> > By the way, if i want to use the sd variable as a new
> time series  
> > variable . how i can do it? should i use the reshape
> command  
> > because now sd is duplicate ?
> >
> > somsupa
> >
> >
> > --- On Fri, 10/24/08, Maarten buis
> <maartenbuis@yahoo.co.uk> wrote:
> >
> >> From: Maarten buis <maartenbuis@yahoo.co.uk>
> >> Subject: Re: st: standard deviation
> >> To: statalist@hsphsun2.harvard.edu
> >> Date: Friday, October 24, 2008, 7:48 AM
> >> --- somsupa Nopprach <nmayecon31@yahoo.com>
> wrote:
> >>> I would like to compute standard deviation of
> ICC1
> >> variable at each
> >>> period by industry. I will use the  standard
> deviation
> >> as my new time
> >>> series variable for each industry.
> >>
> >> bys indcode period: egen sd = sd(icc1)
> >>
> >> Hope this helps,
> >> Maarten
> >>
> >> -----------------------------------------
> >> Maarten L. Buis
> >> Department of Social Research Methodology
> >> Vrije Universiteit Amsterdam
> >> Boelelaan 1081
> >> 1081 HV Amsterdam
> >> The Netherlands
> >>
> >> visiting address:
> >> Buitenveldertselaan 3 (Metropolitan), room N515
> >>
> >> +31 20 5986715
> >>
> >> http://home.fsw.vu.nl/m.buis/
> >> -----------------------------------------
> >>
> >>
> >>
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