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From |
"M.P.J. van Zaal" <Matthias.vanZaal@student.uva.nl> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Constructing a variable from standard deviations |

Date |
Mon, 22 Nov 2010 01:19:57 +0100 |

I am sorry for not being very clear. Like I said, im not yet very experienced in research practice. The goal of the model is to explain sorting into occupations with individual risk preferences. In the first stage I run a Mincerian wage regression with dummies for 106 different occupations. The standard deviations of the residuals of this regression is used as measure for occupation (earnings) risk. In the second step I use the standard deviation of the residuals as dependent variable in a regression on individual characteristics including their risk preference. My problem is that I dont know how i can construct a variable from the standard deviations of the residuals. I have the residuals and I know how to find their standard deviations (for example with tabstat). I dont know how to construct a variable from these (106) standard deviations. I have tried tabstat and the egen advice you have me earlier but these dont yield good results. I hope my problem is now clear and that you (or other STATA users) can help me. If you still dont understand it please ask me again :-). ----- Original Message ----- From: Stas Kolenikov <skolenik@gmail.com> Date: Monday, November 22, 2010 1:09 am Subject: Re: st: Constructing a variable from standard deviations To: statalist@hsphsun2.harvard.edu > I am totally lost. So where are these standard deviations coming from? > > On Sun, Nov 21, 2010 at 5:33 AM, M.P.J. van Zaal > <Matthias.vanZaal@student.uva.nl> wrote: > > Thanks for your help mr Kolenikov. > > > > However, im not sure the tips you gave me adress my problem. I will > > rephrase in more detail: > > > > The goal of my analysis is the examine sorting effects. The standard > > deviations are measures of risk of different options individuals > have.> The individuals sort themself in one of those options by > choosing a > > risk level of the liking. The 106 standard deviations are thus the > > different possible "types" of the individuals in the sample. > > I want to have a variable with the 106 different standard deviations > > so i can use it as dependent variable in my regression. > > > > The 106 standard deviations have ofcourse different frequencies, > > because some options are more frequently chosen. Do you think i > should> incorporate this? > > > > Anyways, it would be awesome if you can give me some usefull STATA > > procedures. Other STATAlist users are ofcourse also welcome to give > > their advice! > > > > regards, > > > > Mathijs (first timer in a real research project involving stata) > > > > > > > > ----- Original Message ----- > > From: Stas Kolenikov <skolenik@gmail.com> > > Date: Sunday, November 21, 2010 0:26 am > > Subject: Re: st: Constructing a variable from standard deviations > > To: statalist@hsphsun2.harvard.edu > > > >> -tabstat- is far from the most appropriate command for this > purpose.>> There are several ways to achieve what you need. > >> > >> 1. Use -egen- command: > >> > >> egen sdy = sd( y ) > >> > >> 2. Use saved results from -summarize- (type -return list- to > find out > >> what these are): > >> > >> sum y > >> gen sdy = r(sd) > >> > >> I personally think that having a variable equal to a constant is a > >> data management oxymoron... variable must vary, by the virtue of > its>> name :). You probably only need it for another step or two in > data>> analysis, e.g., if you want to simulate a new set of errors > with the > >> same variance: > >> > >> sum y > >> gen new_y = rnormal()*r(sd) > >> > >> On Sat, Nov 20, 2010 at 9:36 AM, M.P.J. van Zaal > >> <Matthias.vanZaal@student.uva.nl> wrote: > >> > Dear reader, > >> > > >> > I have a problem with constructing a new a variable from the > >> standard> deviations of regressions residuals. I have generated > >> 104 different > >> > regression residuals and then use tabstat to determine their > >> standard> deviations. I need to construct a new variable from > >> these 104 standard > >> > deviations of the regression residuals for the next step in my > >> analysis.> > >> > I know that the tabstat has a save options to save the summary > >> > statistics in a matrix. Unfortunately when I use this option no > >> matrix> is created (nothing happens). Does anyone know how i can > >> save the > >> > standard deviations in as a new variable, possible using > tabstat or > >> > another method. > >> > > >> > Thanks for your attention and help > >> > > >> > regards, > >> > > >> > Mathijs > >> > * > >> > * 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/ > >> > > >> > >> > >> > >> -- > >> Stas Kolenikov, also found at http://stas.kolenikov.name > >> Small print: I use this email account for mailing lists only. > >> > >> * > >> * 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/ > > > > > > -- > Stas Kolenikov, also found at http://stas.kolenikov.name > Small print: I use this email account for mailing lists only. > > * > * 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: Constructing a variable from standard deviations***From:*Maarten buis <maartenbuis@yahoo.co.uk>

**References**:**st: Constructing a variable from standard deviations***From:*"M.P.J. van Zaal" <Matthias.vanZaal@student.uva.nl>

**Re: st: Constructing a variable from standard deviations***From:*Stas Kolenikov <skolenik@gmail.com>

**Re: st: Constructing a variable from standard deviations***From:*"M.P.J. van Zaal" <Matthias.vanZaal@student.uva.nl>

**Re: st: Constructing a variable from standard deviations***From:*Stas Kolenikov <skolenik@gmail.com>

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