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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-. Nick [email protected] Léon Bueckins I try to estimate the following variable, basing upon this equation: http://cl.ly/34Px 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: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: RE: Variable Estimation***From:*Léon Bueckins <[email protected]>

**References**:**st: Variable Estimation***From:*Léon Bueckins <[email protected]>

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