Re: st: Constructing a variable from standard deviations

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

Thanks Austin!

Now it works (even got significant results)!! Finally  :-).

Thanks all you guys, I really appreciate your help.

regards,

Mathijs

----- Original Message -----
From: Austin Nichols <austinnichols@gmail.com>
Date: Monday, November 22, 2010 10:50 pm
Subject: Re: st: Constructing a variable from standard deviations
To: statalist@hsphsun2.harvard.edu

> M.P.J. van Zaal <Matthias.vanZaal@student.uva.nl>:
> 
> egen ... , by(occ)
> not
> egen ... , by(each residual value)
> 
> 
> On Mon, Nov 22, 2010 at 4:44 PM, M.P.J. van Zaal
> <Matthias.vanZaal@student.uva.nl> wrote:
> > I have now run all the regression for the occupation
> >
> > reg ink controls dummy1, robust
> > predict resid1, resid
> > .
> > reg ink controls dummy106, robust
> > predict resid106, resid
> >
> >
> > Then I used:
> > egen s = sd( res ), by(resid1-resid106)
> > g newerror = s*rnormal()
> >
> > But now i get a variable with value "0" and frequency "6".
> >
> > What did i do wrong?
> >
> > I checked the stand deviations with tabstat and this works. They 
> are all
> > varying even more now.
> > ----- Original Message -----
> > From: Austin Nichols <austinnichols@gmail.com>
> > Date: Monday, November 22, 2010 9:23 pm
> > Subject: Re: st: Constructing a variable from standard deviations
> > To: statalist@hsphsun2.harvard.edu
> >
> >> M.P.J. van Zaal <Matthias.vanZaal@student.uva.nl>:
> >>
> >> Don't say "you guys claim that the estimates from this procedure 
> would>> be meaningless" --Stas agreed with the basic approach, as 
> do I, since
> >> it is standard and easily understood.  Stas almost gave you the
> >> answer:
> >>
> >> regress depvar whatever i.occupation
> >> predict res, res
> >> egen s = sd( res ), by( occupation )
> >> g newerror = s*rnormal()
> >>
> >>
> >> On Mon, Nov 22, 2010 at 3:09 PM, M.P.J. van Zaal
> >> <Matthias.vanZaal@student.uva.nl> wrote:
> >> > I am still digesting all this new information..
> >> >
> >> > The approach used by Kit seems to be familiar to an approach i 
> used>> > earlier. My prof gave me the advice to include all the 
> dummies in
> >> the> regression and then calculate the residual per occupation,
> >> since this is
> >> > what Bonin et all do.
> >> >
> >> > However, you guys claim that the estimates from this procedure
> >> would be
> >> > meaningless. I will start over again and make regression per
> >> occupation> and then predict the residuals.
> >> >
> >> > When I estimate the standard error of all these residuals I will
> >> > probably have 106 different "variables". How can I construct one
> >> > variable from all these standard deviations? This is the 
> problem at
> >> > which I was stuck at my old approach, so i will probably have the
> >> > problem again when i use a new method.
> >
> 
> *
> *   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/