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st: RE: Variable Estimation

From   Nick Cox <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   st: RE: Variable Estimation
Date   Sun, 7 Nov 2010 17:13:06 +0000

This is difficult to follow. 

For example, where does the r(n) you refer to come from? 

You seem to be trying to put the mean into a variable, but what you will have in -r_m- is itself a variable, the mean so far, not in general the overall mean.  Also, your calculation assumes no missing values. 

I suggest you read the documentation for -summarize- and -egen-. 

[email protected] 

Léon Bueckins

I try to estimate the following variable, basing upon this equation:
But somehow I can't get it to work properly, so I may need some help. The problem is that N is different for each t.

*get number of groups per t
bysort igroup : g trun =_n 
local nGroups =r(n) 

*get mean return per t = r_m,t
g r_m = (sum(return))/_n

*get csad
g csad = (abs(return - r_m))/`nGroups'

*   For searches and help try:

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