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# Re: st: RE: Variable Estimation

 From Léon Bueckins <[email protected]> To [email protected] Subject Re: st: RE: Variable Estimation Date Sun, 7 Nov 2010 19:03:32 +0100

```Yes you are right, the variable I want to create tries to measure the mean absolute deviation in time point t.

There is no problem with missing values but N should be adjusted in each t. For example, in t I got 45 observations, in t+1 I have 44 and so on. So the denominator Should get the number of non-empty observations which can be obtained by - sum return if return !=. -
And yes I don't need the overall mean but the mean in t, that's the problem

Am 07.11.2010 um 18:13 schrieb Nick Cox:

> 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
>
> g csad = (abs(return - r_m))/`nGroups'
>
>
>
> *
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> *   http://www.stata.com/help.cgi?search
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> *   http://www.ats.ucla.edu/stat/stata/

*
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```