Re: st: Constructing a variable from standard deviations

["M.P.J. van Zaal" <Matthias.vanZaal@student.uva.nl>]

Thanks for your help mr Kolenikov.

However, im not sure the tips you gave me adress my problem. I will 
rephrase in more detail:

The goal of my analysis is the examine sorting effects. The standard 
deviations are measures of risk of different options individuals have. 
The individuals sort themself in one of those options by choosing a 
risk level of the liking. The 106 standard deviations are thus the 
different possible "types" of the individuals in the sample.
I want to have a variable with the 106 different standard deviations 
so i can use it as dependent variable in my regression. 

The 106 standard deviations have ofcourse different frequencies, 
because some options are more frequently chosen. Do you think i should 
incorporate this?

Anyways, it would be awesome if you can give me some usefull STATA 
procedures. Other STATAlist users are ofcourse also welcome to give 
their advice!

regards,

Mathijs (first timer in a real research project involving stata)



----- Original Message -----
From: Stas Kolenikov <skolenik@gmail.com>
Date: Sunday, November 21, 2010 0:26 am
Subject: Re: st: Constructing a variable from standard deviations
To: statalist@hsphsun2.harvard.edu

> -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
> > *
> > *   For searches and help try:
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> > *   http://www.ats.ucla.edu/stat/stata/
> >
> 
> 
> 
> -- 
> Stas Kolenikov, also found at http://stas.kolenikov.name
> Small print: I use this email account for mailing lists only.
> 
> *
> *   For searches and help try:
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> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
> 

*
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