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SUM AND STDEV OF CROSS-SECTIONS IN PANEL SETTINGS
Posted: Thu Nov 14, 2013 3:49 pm
by VALIA
Can you help me to calculate the sum of values and stdev by the cross-section in a panel data setting, please?
The ID is the cross-section ID, the rest are the variables. Thank you.
Re: SUM AND STDEV OF CROSS-SECTIONS IN PANEL SETTINGS
Posted: Fri Nov 15, 2013 10:13 am
by EViews Esther
One simple (and effortless) way to calculate cross-sectional-wise sums and stdev is the following.
Code: Select all
for !i=1 to @max(id01)
smpl if id01 = !i
scalar sum_!i = @sum(w_ret_2)
scalar std = @stdev(w_ret_2)
next
Do you know that your workfile can be structured in panel? Please type
in your command window.
Re: SUM AND STDEV OF CROSS-SECTIONS IN PANEL SETTINGS
Posted: Fri Nov 15, 2013 12:49 pm
by EViews Glenn
There is a statby view that does this as well as more general by-group summary stats.
From a series, View/Descriptive Statistics & Tests/Stats by Classification...
Re: SUM AND STDEV OF CROSS-SECTIONS IN PANEL SETTINGS
Posted: Fri Nov 15, 2013 1:15 pm
by VALIA
Thanks a mill! :D