st: Re: creating mean across panel variables

[Kit Baum <baum@bc.edu>]

-collapse- will create a dataset with one observation per day  
containing the summary statistics you specify. If you don't want to  
collapse the data, then -egen, mean()- will create a new variable  
with the same mean value repeated for each firm.


Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


On Oct 24, 2007, at 2:33 AM, Thomas wrote:


> I have the following problem I have been unable to decipher.  I have a
> panel of 200 firms with 5 years of trading data in the form of spreads
> at various maturity points.  Suppose I wish to create a daily average
> or median spread across all firms to produce a time series of average
> and mean each day.  Can anyone suggest how to do that?  Thanks.
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