Group Mean as a Vector/Matrix?

[caburdick]

Is there a way to obtain a vector/matrix with the common sample mean of a group? I'm planning to use Matlab to run some simulations and I need to pass both the mean and covariances for a collction of groups from eviews to matlab. The covariance part is pretty straightforward using group.cov(out=somename) How do I accomplish the same thing for the common sample mean of the series in the group?! It seems like this should be easy but I've spent half a day fighting with it!

[startz]

maybe @convert to make the group into a matrix and then @cmean to get the means?

[EViews Glenn]

That's how I'd do it...

Code: Select all

stom(groupname, matname) vector cmeans = @cmeans(matname) delete matname

That'll balance the samples for you as well. Use stomna to have the unbalanced samples.