Calculating By Group Statistics only for cross sections with more than 3 annual observations
Posted: Wed Jul 11, 2018 6:41 am
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?
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?