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st: Sum product of each element with each other element except itself?


From   Stata Chris <[email protected]>
To   [email protected]
Subject   st: Sum product of each element with each other element except itself?
Date   Sat, 15 Aug 2009 19:18:43 -0400

Hi,

I would like to compute the following in Stata:

Sum over all n of:  Sum over all m unequal n of:
(D_nt - p)*(D_mt - p),

where m, n, t are subindices.

If it was with only a single sum and without the unequal condition, I
would just have used sth like this:
bysort m n t:  gen factor1 = (D_nt - p)
bysort m n t:  gen factor2 = (D_mt - p)
bysort t:        egen result = sum(factor1*factor2)

But I'm not sure how to get the product for each element n with each
other element from the same set except itself.
Should I do this with a loop or sth?

Many thanks,
Chris
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