just a comment: I am running some simulations, and I see vividly in
the processor time spent that -regress- (with a single predictor) is
about five times faster than -mean-. One would think that estimating
the mean is simpler than estimating regression... at least that's what
we teach undergrads in our intro stat classes :)). It probably means
that Stata Corp. has perfected the matrix operations behind -regress-
while -mean- has received about 100 times less attention. So if you
need a sample mean (with a CI / variance estimate) of a single
variable, without the bells and whistles like -over-, you are better
off running -reg y- rather than -mean y-.
--
Stas Kolenikov
http://stas.kolenikov.name
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
