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Re: st: How to calculate weighted mean
From
Xixi Lin <[email protected]>
To
statalist <[email protected]>
Subject
Re: st: How to calculate weighted mean
Date
Thu, 5 Dec 2013 13:41:28 -0500
Thanks, Anthony.
And thanks, Nick.
That solves my problem!
Best,
Xixi Lin
On Thu, Dec 5, 2013 at 1:36 PM, Thomas, Anthony
<[email protected]> wrote:
> Yep, egen can have multiple variables in the "by" option. They should
> be separated with a space though (not a comma as in the example
> above). Also options are separated by spaces as well, not commas.
>
> Anthony
>
> On Thu, Dec 5, 2013 at 1:31 PM, Xixi Lin <[email protected]> wrote:
>> Hi Nick,
>>
>> Thanks for pointing this out. Btw, is it possible for egen to both run
>> by country and by period? My code seems to be not working that way.
>>
>> Best,
>> Xixi Lin
>>
>> On Thu, Dec 5, 2013 at 1:12 PM, Nick Cox <[email protected]> wrote:
>>> That is a user-written program from SSC. You need to install it using
>>>
>>> . ssc inst _gwtmean
>>>
>>>
>>> Nick
>>> [email protected]
>>>
>>>
>>> On 5 December 2013 18:07, Xixi Lin <[email protected]> wrote:
>>>> Hi,
>>>>
>>>> I am trying to calculate weighted average return by country and by
>>>> period. Here is my code:
>>>> egen capweight_return = wtmean(Return_lead1), weight(Market_Cap),
>>>> by(Country, Period)
>>>>
>>>> But the stata says "unknown egen function wtmean()", does anyone knows
>>>> how to fix that?
>>>>
>>>> Thanks.
>>>>
>>>> Best,
>>>> Xixi Lin
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