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Re: st: Constructing a variable from standard deviations


From   Austin Nichols <[email protected]>
To   [email protected]
Subject   Re: st: Constructing a variable from standard deviations
Date   Mon, 22 Nov 2010 15:20:56 -0500

M.P.J. van Zaal <[email protected]>:

Don't say "you guys claim that the estimates from this procedure would
be meaningless" --Stas agreed with the basic approach, as do I, since
it is standard and easily understood.  Stas almost gave you the
answer:

regress depvar whatever i.occupation
predict res, res
egen s = sd( res ), by( occupation )
g newerror = s*rnormal()


On Mon, Nov 22, 2010 at 3:09 PM, M.P.J. van Zaal
<[email protected]> wrote:
> I am still digesting all this new information..
>
> The approach used by Kit seems to be familiar to an approach i used
> earlier. My prof gave me the advice to include all the dummies in the
> regression and then calculate the residual per occupation, since this is
> what Bonin et all do.
>
> However, you guys claim that the estimates from this procedure would be
> meaningless. I will start over again and make regression per occupation
> and then predict the residuals.
>
> When I estimate the standard error of all these residuals I will
> probably have 106 different "variables". How can I construct one
> variable from all these standard deviations? This is the problem at
> which I was stuck at my old approach, so i will probably have the
> problem again when i use a new method.
>
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