st: re: matrix command: vecdiag?

[Kit Baum <baum@bc.edu>]

Tiago's problem is that he wants to read a lot of separate data  
files, compute some summary statistics from each one and assemble  
them. He wanted to use a Stata matrix. It is much easier to use a new  
Stata dataset. Take auto.dta and save 5 files, each one containing  
the observations for rep78==1,2,3,4,5. Then

postfile ppp mu sigma str20 fn using summfile, replace
forv i=1/5 {
	use rep`i',clear
	qui sum price
	local fn rep`i'.dta
	post ppp (r(mean)) (r(sd)) ("`fn'")
}
postclose ppp
use summfile
desc
lesc
l

will produce a new Stata dataset with the desired contents: mean,  
std.dev. and the name of the file from which they were computed.

Kit

Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


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