--- On Fri, 27/3/09, emanuele canegrati wrote:
> I have a time series of bid-ask spreads, grouped in
> centiles, with respect to trading time. Now I want to
> calculate the average spread for each centile. The structure
> of data is the following
>
> day spread hhmmss centile
> 20080602 xxxx 090302 1
> 20080602 xxxx 090510 1
> ...
> 20080602 xxxx 100408 2
> 20080602 xxxx 100908 2
> ...
> 20080602 xxxx 160007 100
> 20080602 xxxx 160107 100
> ...
> 20080603 xxxx 090302 1
> 20080603 xxxx 090510 1
> ...
> 20080603 xxxx 100408 2
> 20080603 xxxx 100908 2
> ...
> 20080603 xxxx 160007 100
> 20080603 xxxx 160107 100
> ...
>
> What is the loop I have to write?
no loop necesary:
bys centile : egen mspread = mean(spread)
Hope this helps,
Maarten
-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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