Thanks Martin and Nick!
I've tried that but there seems to remain at least one problem, as
Stata tells me that I have invalid Syntax and I'm not sure where the
problem is. Below is my code (I've tried to spare you of the parts
which I feel confident are not the reason for the invalidity):
Explanation in words: What I want to get is the sum of the deviation1
for each fund multiplied by the deviation2 of each other fund. So I
have created two loops. The first generates deviation1 and deviation2
for each fund. The second is supposed to multiply for each fund j its
deviation1 with the deviation2 of every other fund (I'm multiplying it
with every possible fund, and then subtracting its own deviation2,
following the principle you mentioned). Finally, I wanted to sum up
these products for all 19 funds. However, when I run this Stata tells
me after the second loop that there is invalid syntax:
xtset obs_fundasset period, monthly
sort obs_fundasset period
bysort obs_fundasset period: gen deviation1 = (buying - mean_pit )
bysort obs_fundasset period: gen deviation2 = (buying_lag - mean_pit_lag)
***************
forvalues i=1/19{
capture noisily {
bysort assetid period: gen deviation1_`i' = deviation1 if fundid==`i'
bysort assetid period: gen deviation2_`i' = deviation1 if fundid==`i'
bysort assetid period: replace deviation1_`i' = 0 if
deviation1_`i' == .
bysort assetid period: replace deviation2_`i' = 0 if
deviation2_`i' == .
}
}
***************
forvalues j=1/19{
capture noisily {
bysort obs_fundasset period: gen beta_other_component_`j' =
deviation1_`j' * ///
(deviation2_1 + deviation2_2 +
deviation2_3 + deviation2_4 + deviation2_5 + ///
deviation2_6 + deviation2_7 +
deviation2_8 + deviation2_9 + deviation2_10 + ///
deviation2_11 + deviation2_12 +
deviation2_13 + deviation2_14 + deviation2_15 + ///
deviation2_16 + deviation2_17 +
deviation2_18 + deviation2_19 - deviation2_`j')
}
}
***************
bysort period : egen components_sum =
sum(beta_other_comp)/T_it
bysort period : gen beta_other =
components_sum / ( (I-1) * sd_pit * sd_pit_lag)
2009/8/16 Nick Cox <[email protected]>:
> It sounds as if you just keep going, using the principle that sum of
> (everything - somethings) = sum(everything) - sum(somethings).
>
> Nick
> [email protected]
>
> Martin Weiss
>
> This FAQ may be helpful:
> http://www.stata.com/support/faqs/data/members.html
>
> Apart from that, give an excerpt of your data, and show exactly what you
> want to happen to it...
>
> Stata Chris
>
> I would like to compute the following in Stata:
>
> Sum over all n of: Sum over all m unequal n of:
> (D_nt - p)*(D_mt - p),
>
> where m, n, t are subindices.
>
> If it was with only a single sum and without the unequal condition, I
> would just have used sth like this:
> bysort m n t: gen factor1 = (D_nt - p)
> bysort m n t: gen factor2 = (D_mt - p)
> bysort t: egen result = sum(factor1*factor2)
>
> But I'm not sure how to get the product for each element n with each
> other element from the same set except itself.
> Should I do this with a loop or sth?
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
