st: sum of covariances

["Olga Gorbachev Melloni" <olga_gorbachev@hotmail.com>]

Dear Statalist,

I am trying to compute sum of covariances between groups on a panel dataset.

Specifically, I have panel data on individual consumption (Cit) and 
demographic info.

I would like to know what the sum of covariances is for group i vs. group j 
over a particular time period.   So my varcov matrix is not cross sectional 
but over time series, and I am computing

Cov(Cit,Cjt)=sum(Cit-Ci)(Cjt-Cj) , where Ci or Cj are means for for i or j 
over t


Is there a way to do it in Stata?


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