factor based on deviation from mean

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.

Moderators: EViews Gareth, EViews Steve, EViews Jason, EViews Moderator, EViews Pamela

Posts: 1
Joined: Fri Mar 09, 2018 2:04 pm

factor based on deviation from mean

Postby icehawk260 » Wed Mar 14, 2018 10:03 am

I have an equal-weighted index of the z-score for 10 variables. For each variable, I want to associate a constant for that variable's z-score relative to the mean z-score of all other variables. For instance, X1 = 2.5 mean(X2-X10) = 2.0 if abs(X1 - mean(X2-X10)>1 then 0.2, >0.5 then 0.4, etc. Basically I want to reduce the weight of variables that significantly deviate from the mean. Does anyone know a code that will facilitate this?

EViews Glenn
EViews Developer
Posts: 2590
Joined: Wed Oct 15, 2008 9:17 am

Re: factor based on deviation from mean

Postby EViews Glenn » Tue Jun 05, 2018 10:18 am

You want the comparison to the mean of the other variables for each observation?

Return to “Data Manipulation”

Who is online

Users browsing this forum: No registered users and 2 guests