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st: Accumulated mean and standard deviation


From   Pedro Nakashima <nakashimapedrolist@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Accumulated mean and standard deviation
Date   Sun, 8 Jan 2012 13:50:07 -0200

Hi everybody

I need to replicate the following data:

clear*

input x mean sd
2 2 .
4 3 1.4142
1 2.33 1.5275
3 2.55 1.2909
end

The variables mean and sd are like a mix of sum() and egen functions.

For the variable "mean", in each observation j, its entry is the mean
of the values of the variable "x" from observation 1 up to observation
j.
For example:
2 is the mean of 2
3 is the mean of 4 and 2
2.33 is the mean of 1, 4 and 2
2.55 is the mean of 3, 1, 4 and 2

The same is true for the variable sd, but here we consider the
standard deviation.

Does anyone know how to solve this problem?

Many thanks,
Pedro Nakashima.
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