Hi All,
I want to calculate by-group standard deviations for each fund (cross section) in my 2001-2017 sample, however, I only want to do so for funds with more than 3 annual observations to improve the robustness of the standard deviation measure and subsequent analysis. How would I go about doing this?
Calculating By Group Statistics only for cross sections with more than 3 annual observations
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Re: Calculating By Group Statistics only for cross sections with more than 3 annual observations
Code: Select all
show @stdevsby(y, @crossid, "if @obsby(y, @crossid)>3")
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Re: Calculating By Group Statistics only for cross sections with more than 3 annual observations
Thanks for the prompt response Gareth, it worked!
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