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Re: Clarification st: Compute portfolio variance


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: Clarification st: Compute portfolio variance
Date   Mon, 17 Sep 2012 13:59:16 +0200

On Mon, Sep 17, 2012 at 1:51 PM, André Gyllenram wrote:
> Thank you for your answer Maarten. Can you perhaps be a bit more specific. I have looked at all those commands before. But do not how to use them here.
>
> Maybe I should also clarify that I need the portfolio variance for each individual and time period as a  variable.

You use the -by- prefix to do "stuff" separately for each group. In
this case the group is probably both individual and time and for
"stuff" you probably want the -egenmore- function -var()-.

-- Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
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