That can happen if you don't tell us the _real_ problem.
And you haven't yet, as "a somewhat complex weighting scheme"
could mean various things.
But yes, Mata would help a lot. You just need to loop doubly
over your data. Sorting your data and looping only over non-negative
differences and then doubling might help.
Nick
[email protected]
J E
> Thanks to Nick and to Sebastian for their initial responses
> to my query I am
> afraid, however, that both responses, do not fully solve the
> problem I need
> to tackle
>
> In the case of Nick's comment (that the Sum of absolute
> differences over all
> possible combinations is related to the gini coefficient and
> to lmoment
> indicators): is true. However since I need to reweight each absolute
> difference by a somewhat complex weighting scheme (I did not
> posted the
> weights to avoid adding complexities to my query), the
> shortcut suggested by
> Nick would not work in my case.
>
> The strategy proposed by Sebastian does work:
>
> bys group: gen g_i=_n
> tempfile join_file
> preserve
> ren y_i y_k
> save `join_file', replace
> restore
> joinby group using `join_file', unmatched(none)
> bys group: egen sum_dy = sum(abs(y_i - y_k))
> bys group g_i: keep if _n==1
>
> However it only works for relatively small data sets. Very
> rapidly the
> strategy eats all my memory since it needs to save in memory
> a data base
> containing all possible combinations.
>
> Giving this let me ask if somebody will know an alternative
> to Sebastian
> strategy that will not require this intermediate step.
> Alternatively, will
> the use of mata will allow me to get around this problem.
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
