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Re: st: Mata Variance Calculation


From   Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Mata Variance Calculation
Date   Sat, 15 May 2010 03:09:13 +0530

Yes. While the documentation does not tell you the exact formula, it
does tell you that the mean involved is calculated, which ends up
costing one degree of freedom in the variance calculation.
***************************
clear*
mata
mA = runiform(100, 1)
quadvariance(mA)
sum((mA :-mean(mA)):^2)/rows(mA)
sum((mA :-mean(mA)):^2)/(rows(mA)-1)
end
***************************

T

2010/5/15 Thomas Jacobs <thomasjacobs@gmail.com>:
> Hi,
>
> Can anyone confirm whether the variance function in mata is a sample
> value (with n-1 observations) as opposed to a population (with n
> observations) measure?
>
> IOTW, I have a column vector of 100 values and apply the variance
> function.  Is n=99?  From my own calculations it appears to be so but
> I wish to be sure and it is not stated in the documentation.  Thanks.
>
> Tom
>
> --
> Thomas Jacobs
> *
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>



-- 
To every ω-consistent recursive class κ of formulae there correspond
recursive class signs r, such that neither v Gen r nor Neg(v Gen r)
belongs to Flg(κ) (where v is the free variable of r).

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