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Re: st: Mata Variance Calculation
From
Thomas Jacobs <[email protected]>
To
[email protected]
Subject
Re: st: Mata Variance Calculation
Date
Fri, 14 May 2010 17:03:34 -0500
Tirthankar,
Thanks very much!
Tom
On Fri, May 14, 2010 at 4:39 PM, Tirthankar Chakravarty
<[email protected]> wrote:
> Yes. While the documentation does not tell you the exact formula, it
> does tell you that the mean involved is calculated, which ends up
> costing one degree of freedom in the variance calculation.
> ***************************
> clear*
> mata
> mA = runiform(100, 1)
> quadvariance(mA)
> sum((mA :-mean(mA)):^2)/rows(mA)
> sum((mA :-mean(mA)):^2)/(rows(mA)-1)
> end
> ***************************
>
> T
>
> 2010/5/15 Thomas Jacobs <[email protected]>:
>> Hi,
>>
>> Can anyone confirm whether the variance function in mata is a sample
>> value (with n-1 observations) as opposed to a population (with n
>> observations) measure?
>>
>> IOTW, I have a column vector of 100 values and apply the variance
>> function. Is n=99? From my own calculations it appears to be so but
>> I wish to be sure and it is not stated in the documentation. Thanks.
>>
>> Tom
>>
>> --
>> Thomas Jacobs
>> *
>> * 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/
>>
>
>
>
> --
> To every ω-consistent recursive class κ of formulae there correspond
> recursive class signs r, such that neither v Gen r nor Neg(v Gen r)
> belongs to Flg(κ) (where v is the free variable of r).
>
> *
> * 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/
>
--
Thomas Jacobs
*
* For searches and help try:
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* http://www.stata.com/support/statalist/faq
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