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From |
Thomas Jacobs <thomasjacobs@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Mata Variance Calculation |

Date |
Fri, 14 May 2010 17:03:34 -0500 |

Tirthankar, Thanks very much! Tom On Fri, May 14, 2010 at 4:39 PM, Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com> wrote: > 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 >> * >> * 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/ >> > > > > -- > 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). > > * > * 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/ > -- Thomas Jacobs * * 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: Mata Variance Calculation***From:*Thomas Jacobs <thomasjacobs@gmail.com>

**Re: st: Mata Variance Calculation***From:*Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>

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