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RE: st: grouping observations and performing cals-thanks


From   "Rajesh Tharyan" <[email protected]>
To   <[email protected]>
Subject   RE: st: grouping observations and performing cals-thanks
Date   Fri, 17 Feb 2006 17:06:49 -0000

Hi nick,

Thanks very much.  I was looking just for this answer!! i.e on how to put
the required number of observations into one group and then do the
calculations by group... Infact I have four or five variables on which I
have to do this...for which I can now use the foreach var...

I must say this is an excellent learning resource! Thanks to people like
you...

Regards 
Rajesh


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-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of n j cox
Sent: 17 February 2006 16:47
To: [email protected]
Subject: Re: st: FW: grouping observations and performing cals

Yes, there are (much) easier ways to do this.

Your basic strategy of getting mean and standard
deviation first is I think correct.

I understand that you want disjoint windows.
Your example is of window length 2. (I presume
that it is just a toy example. I would not
put much store by sds of pairs of values.
Also if the sd is zero, your ratio is indeterminate.)

You can coarsen your time variable by

gen T = floor(time/2)

0 and 1 map to 0, 2 and 3 map to 1, etc.

Then it is

egen mean = mean(X), by(T)
egen sd = sd(X), by(T)
gen unstablemeasure = mean/sd

This can be generalised to window lengths
other than 2 and you can offset time
first.

Nick
[email protected]

Rajesh Tharyan

I have some data in the following format

Time     X

-5         2
-4         3
-3         2
-2         4
1          1
0          2
1          2
2          1
3          2
4          2
5          1

I need to compute y= Mean(X)/SD(X) for different time windows.

For example,

-5,-4 would be window 1
-3,-2 would be window 2 etc.

My present solution is this ( example for window 1)

Egen a=mean(X) if time>=-5 & time<=-4 (and so on for all the different
windows)

Egen b=sd(x) if if time>=-5 & time<=-4 (and so on for all the different
windows)

Gen y=a/b

Is there an easier way to do this???
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