Hi everyone,
I just started using STATA and I am wondering how can I compute covariances and variances for my variables at each date separately? I have to compute covariance of each portfolio return(45 portfolios in total) with cash-flow news variable at each t (877 months) and variance of my new variable (N_cf - N_dr) (cash-flow news minus discount rate news) also at each t (877 months) from my data set.
Any help from your side would be much appreciated!
Related Posts with Variances and Covariances in the panel data
Creating individual-level variables representing the characteristics of co-resident persons (e.g. age of mother)Hello. I am using CPS data and am trying to transform the data using the household id number, the li…
Cutting all but the first two digits of a numeric variable of varying lengthHello, I have a numeric variable with values of varying lengths. I would like to cut all but the fi…
Pooled OLS and Random EffectsHello everyone, Was just concerned as I have a set of panel data obvservations, and when running reg…
error merge m:1 no? unique numbers in using dataHi there, I am trying to merge 2 datasets with m:1, on keyvar ID. i am getting an error that "variab…
Pairwise correlationsHi, I am a very new user in Stata and need help with obtaining only relevant correlation coefficien…
Subscribe to:
Post Comments (Atom)
0 Response to Variances and Covariances in the panel data
Post a Comment