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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
AW: st: RE: RE: Sum product of each element with each other element except itself? |

Date |
Sun, 16 Aug 2009 20:31:10 +0200 |

<> "(I've tried to spare you of the parts which I feel confident are not the reason for the invalidity):" Why not be certain and -set trace on- and show the whole world the output? HTH Martin -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Stata Chris Gesendet: Sonntag, 16. August 2009 18:45 An: statalist@hsphsun2.harvard.edu Betreff: Re: st: RE: RE: Sum product of each element with each other element except itself? Thanks Martin and Nick! I've tried that but there seems to remain at least one problem, as Stata tells me that I have invalid Syntax and I'm not sure where the problem is. Below is my code (I've tried to spare you of the parts which I feel confident are not the reason for the invalidity): Explanation in words: What I want to get is the sum of the deviation1 for each fund multiplied by the deviation2 of each other fund. So I have created two loops. The first generates deviation1 and deviation2 for each fund. The second is supposed to multiply for each fund j its deviation1 with the deviation2 of every other fund (I'm multiplying it with every possible fund, and then subtracting its own deviation2, following the principle you mentioned). Finally, I wanted to sum up these products for all 19 funds. However, when I run this Stata tells me after the second loop that there is invalid syntax: xtset obs_fundasset period, monthly sort obs_fundasset period bysort obs_fundasset period: gen deviation1 = (buying - mean_pit ) bysort obs_fundasset period: gen deviation2 = (buying_lag - mean_pit_lag) *************** forvalues i=1/19{ capture noisily { bysort assetid period: gen deviation1_`i' = deviation1 if fundid==`i' bysort assetid period: gen deviation2_`i' = deviation1 if fundid==`i' bysort assetid period: replace deviation1_`i' = 0 if deviation1_`i' == . bysort assetid period: replace deviation2_`i' = 0 if deviation2_`i' == . } } *************** forvalues j=1/19{ capture noisily { bysort obs_fundasset period: gen beta_other_component_`j' = deviation1_`j' * /// (deviation2_1 + deviation2_2 + deviation2_3 + deviation2_4 + deviation2_5 + /// deviation2_6 + deviation2_7 + deviation2_8 + deviation2_9 + deviation2_10 + /// deviation2_11 + deviation2_12 + deviation2_13 + deviation2_14 + deviation2_15 + /// deviation2_16 + deviation2_17 + deviation2_18 + deviation2_19 - deviation2_`j') } } *************** bysort period : egen components_sum = sum(beta_other_comp)/T_it bysort period : gen beta_other = components_sum / ( (I-1) * sd_pit * sd_pit_lag) 2009/8/16 Nick Cox <n.j.cox@durham.ac.uk>: > It sounds as if you just keep going, using the principle that sum of > (everything - somethings) = sum(everything) - sum(somethings). > > Nick > n.j.cox@durham.ac.uk > > Martin Weiss > > This FAQ may be helpful: > http://www.stata.com/support/faqs/data/members.html > > Apart from that, give an excerpt of your data, and show exactly what you > want to happen to it... > > Stata Chris > > 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? > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Sum product of each element with each other element except itself?***From:*Stata Chris <statachris@gmail.com>

**st: RE: RE: Sum product of each element with each other element except itself?***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

**Re: st: RE: RE: Sum product of each element with each other element except itself?***From:*Stata Chris <statachris@gmail.com>

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