# Re: st: Constructing a variable from standard deviations

 From "M.P.J. van Zaal" To statalist@hsphsun2.harvard.edu Subject Re: st: Constructing a variable from standard deviations Date Mon, 22 Nov 2010 21:09:40 +0100

```I am still digesting all this new information..

The approach used by Kit seems to be familiar to an approach i used
earlier. My prof gave me the advice to include all the dummies in the
regression and then calculate the residual per occupation, since this is
what Bonin et all do.

However, you guys claim that the estimates from this procedure would be
meaningless. I will start over again and make regression per occupation
and then predict the residuals.

When I estimate the standard error of all these residuals I will
probably have 106 different "variables". How can I construct one
variable from all these standard deviations? This is the problem at
which I was stuck at my old approach, so i will probably have the
problem again when i use a new method.

----- Original Message -----
From: Maarten buis <maartenbuis@yahoo.co.uk>
Date: Monday, November 22, 2010 8:55 pm
Subject: Re: st: Constructing a variable from standard deviations
To: stata list <statalist@hsphsun2.harvard.edu>

> --- Clive Nicholas wrote:
> > on my Stata 9.2, this code choked at
> >
> > reg mpg weight displacement foreign i.rep78
> > i:  operator invalid
> > r(198);
> >
> > and at all other parts of the code which feature -i.rep78-
>
> Correct, I used Stata's new factor variable notation. This
> is new to Stata 11, so Stata 9 should choke on that. You
> can try and prefix the estimation commands with -xi:-. I
> haven't tested it but that should get you close to a working
> code.
>
> -- Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
> *
> *   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/
```