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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 > > *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/ * * 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:*Nick Cox <[email protected]>

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

**st: RE: Variable Estimation***From:*Nick Cox <[email protected]>

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