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st: Calculating group variances with weights


From   Stefan Gissler <[email protected]>
To   [email protected]
Subject   st: Calculating group variances with weights
Date   Sun, 21 Nov 2010 13:13:39 +0100

Hi,

I have an individual-level dataset where individuals are sorted by region and industry. Now I want to calculate the variance of the wages and various percentile ratios but I need to use weights and therefore the egen functions of sd and pctile do not work. So far I used nested loops, one loop over the regions and one over the indstry, used the summarize and _pctile commands and then created my variables from the results Stata stores in r(). The problem with this approach is that it takes really long, since I have several hundred regions. Is there any way to do this without loops and improve on efficiency?


Stefan 
_________________________
Stefan Gissler
[email protected]
C/ de la Diputacio 315, 3-2B
08009 Barcelona
Spain





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