st: re: variable estimation

[Christopher Baum <kit.baum@bc.edu>]

<>
> *get number of groups per t
> bysort igroup : g trun =_n 
> local nGroups =r(n) 
> 
> *get mean return per t = r_m,t
> g r_m = (sum(return))/_n
> 
> *get csad
> g csad = (abs(return - r_m))/`nGroups'

As Nick Cox said, this is a job for -egen-. Note that the use of the generate sum() function above does not do what you think. It is a running sum. If you want a mean, egen mean() will do the job.

Kit

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


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