Re: st: Constructing a variable from standard deviations

[Stas Kolenikov <skolenik@gmail.com>]

-tabstat- is far from the most appropriate command for this purpose.
There are several ways to achieve what you need.

1. Use -egen- command:

egen sdy = sd( y )

2. Use saved results from -summarize- (type -return list- to find out
what these are):

sum y
gen sdy = r(sd)

I personally think that having a variable equal to a constant is a
data management oxymoron... variable must vary, by the virtue of its
name :). You probably only need it for another step or two in data
analysis, e.g., if you want to simulate a new set of errors with the
same variance:

sum y
gen new_y = rnormal()*r(sd)

On Sat, Nov 20, 2010 at 9:36 AM, M.P.J. van Zaal
<Matthias.vanZaal@student.uva.nl> wrote:
> Dear reader,
>
> I have a problem with constructing a new a variable from the standard
> deviations of regressions residuals. I have generated 104 different
> regression residuals and then use tabstat to determine their standard
> deviations. I need to construct a new variable from these 104 standard
> deviations of the regression residuals for the next step in my analysis.
>
> I know that the tabstat has a save options to save the summary
> statistics in a matrix. Unfortunately when I use this option no matrix
> is created (nothing happens). Does anyone know how i can save the
> standard deviations in as a new variable, possible using tabstat or
> another method.
>
> Thanks for your attention and help
>
> regards,
>
> Mathijs
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>



-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.

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