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Re: st: Generating and saving standard deviations using panel data


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Generating and saving standard deviations using panel data
Date   Wed, 11 Jul 2012 15:47:35 +0200

On Wed, Jul 11, 2012 at 3:42 PM, Hong V. Nguyen wrote:
> I have a panel data set. I need to estimate the standard deviation of a variable for each firm over a time period and save it. So if I have 100 firms and 10 years, then I'd have 100 standard deviations, each estimated using the 10-year period.

bys GVKEY : egen SD = sd(RET)

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------
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