楼主: hustchen2012
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[一般统计问题] 两两相减的循环 [推广有奖]

11楼
黃河泉 在职认证  发表于 2017-12-11 06:27:09
hustchen2012 发表于 2017-12-10 20:07
黄老师好，感谢您的热心帮助，这个需要一个循环，但我现在还不太清楚如何在“industry—year”决定的分组 ...
请用 dataex (先 ssc install dataex 并见说明) 将原始 Stata 资料中具有”代表性”的一部分资料列出，以供有意回答者实验之用，并能提供具体操作指令。并请参考 http://www.jianshu.com/p/9870080fe769,  https://bbs.pinggu.org/thread-5048204-1-1.html, 与    https://bbs.pinggu.org/thread-5917273-1-1.html。
12楼
黃河泉 在职认证  发表于 2017-12-11 06:47:13
hustchen2012 发表于 2017-12-10 20:07
黄老师好，感谢您的热心帮助，这个需要一个循环，但我现在还不太清楚如何在“industry—year”决定的分组 ...
你是指这个吗？
  1. collapse (sum) diff_sum = diff, by(industry year)
复制代码
13楼
hustchen2012 在职认证  发表于 2017-12-11 15:07:25
黃河泉 发表于 2017-12-11 06:47
你是指这个吗？
恐怕不是黄老师，这里主要是需要一个对观测值的循环处理。假如2019年—C20行业总共有三家公司，公司A，公司B和公司C。需要生成一个新变量Comparability，用以衡量每个公司的ertn的可比性。Comparability_A={abs(ertn_A-ertn_B)+abs(ertn_A-ertn_C)}/2 ; Comparability_B={abs(ertn_B-ertn_A)+abs(ertn_B-ertn_C)}/2 ; Comparability_C={abs(ertn_C-ertn_A)+abs(ertn_C-ertn_B)}/2
其中“除以2”为了消除组内企业数量差异，如果另外一个组的样本数为80家，每个观测值的差的绝对值要除以79.
14楼
黃河泉 在职认证  发表于 2017-12-11 16:01:42
hustchen2012 发表于 2017-12-10 20:07
黄老师好，感谢您的热心帮助，这个需要一个循环，但我现在还不太清楚如何在“industry—year”决定的分组 ...
你还是给我一个代表性数据，我帮你 post 到美国 Stata 论坛去寻求帮忙！
15楼
hustchen2012 在职认证  发表于 2017-12-11 17:04:04
黃河泉 发表于 2017-12-11 16:01
你还是给我一个代表性数据，我帮你 post 到美国 Stata 论坛去寻求帮忙！
  1. * Example generated by -dataex-. To install: ssc install dataex
  2. clear
  3. input long code double(year ertn) str10 industry
  4. 2 2008 128.82703855959429 "J"
  5. 2 2009 128.82703855959429 "J"
  6. 2 2010 126.73496699410049 "J"
  7. 2 2011  128.7087791639169 "J"
  8. 2 2012 127.37649565645559 "J"
  9. 2 2013 125.91802177637666 "K"
  10. 2 2014 122.46981007804715 "K"
  11. 2 2015 110.15091983125706 "K"
  12. 2 2016 103.88577600283615 "K"
  13. 4 2008  122.2389447131993 "F"
  14. 4 2009 122.23387915246032 "F"
  15. 4 2010 122.24402504016999 "F"
  16. 4 2011 122.20668000142881 "C8"
  17. 4 2012 122.27957035770858 "C8"
  18. 4 2013  122.2389447131993 "C2"
  19. 4 2014  122.2389447131993 "C2"
  20. 4 2015  122.2389447131993 "C2"
  21. 4 2016 105.68662759794269 "C2"
  22. 5 2010 105.53129251049435 "M"
  23. 5 2011 104.61010292218354 "M"
  24. 5 2012 100.56324336352787 "M"
  25. 5 2013 104.90660858154297 "K"
  26. 5 2014 105.53144903178364 "K"
  27. 5 2015   91.7250061979536 "K"
  28. 5 2016  87.39198745456346 "K"
  29. 6 2008  111.8026689271089 "J"
  30. 6 2009  111.8026689271089 "J"
  31. 6 2010 109.75941322942532 "J"
  32. 6 2011 109.62067413330078 "J"
  33. 6 2012 109.62067413330078 "J"
  34. 6 2013 110.10757851915338 "K"
  35. 6 2014 123.58895598965954 "K"
  36. 6 2015 109.61430940841095 "K"
  37. 6 2016  109.3535541977396 "K"
  38. 8 2008  98.01156572753321 "G"
  39. 8 2009  98.01156572753321 "G"
  40. 8 2010  98.04993885957198 "G"
  41. 8 2011  98.05450992549596 "H"
  42. 8 2012  98.05377367396012 "H"
  43. 8 2013  98.04173339365954 "H"
  44. 8 2014  97.98357249436447 "H"
  45. 8 2015  97.60567330204884 "H"
  46. 8 2016  98.16945684502672 "H"
  47. 9 2008  99.12486129064628 "M"
  48. 9 2009  98.81849640869774 "M"
  49. 9 2010  98.96256694369106 "M"
  50. 9 2011  99.60686298673187 "M"
  51. 9 2012 101.72673652323138 "M"
  52. 9 2013  99.44094916909637 "S"
  53. 9 2014  99.16930850374406 "S"
  54. 9 2015  99.64927499047059 "S"
  55. 9 2016  99.88733521683018 "S"
  56. 10 2008  90.82553440051225 "H"
  57. 10 2009    91.980347389589 "H"
  58. 10 2010  92.94817188004602 "H"
  59. 10 2011  92.84506027524475 "C7"
  60. 10 2012  92.67832626221201 "C7"
  61. 10 2013   92.7186050415039 "C3"
  62. 10 2014  92.70170096609567 "C3"
  63. 10 2015  91.20677793766292 "C3"
  64. 10 2016  92.70185283306923 "C3"
  65. 11 2008 120.62827064149067 "M"
  66. 11 2009 120.62827064149067 "M"
  67. 11 2010 120.61472998455007 "M"
  68. 11 2011 120.54243964828822 "J"
  69. 11 2012 120.45708078159296 "J"
  70. 11 2013 120.63311683178478 "K"
  71. 11 2014 120.55457276720438 "K"
  72. 11 2015 120.57463369646865 "K"
  73. 11 2016 120.55619393886063 "K"
  74. 12 2008  111.5703416627747 "C6"
  75. 12 2009  111.5703416627747 "C6"
  76. 12 2010 111.50771790498322 "C6"
  77. 12 2011 111.53461239333367 "C6"
  78. 12 2012 111.88921032334507 "C6"
  79. 12 2013 111.49329376220703 "C3"
  80. 12 2014 111.51718652793512 "C3"
  81. 12 2015 111.59966587508032 "C3"
  82. 12 2016 111.26164639843923 "C3"
  83. 14 2008 103.22290052342885 "J"
  84. 14 2009  99.08495197187664 "J"
  85. 14 2010 103.70042975258939 "J"
  86. 14 2011  97.01368480470684 "J"
  87. 14 2012 100.96257865788895 "J"
  88. 14 2013   99.5574059678331 "K"
  89. 14 2014  102.3016170309053 "K"
  90. 14 2015 104.02006666563182 "K"
  91. 14 2016  92.41427497096116 "K"
  92. 16 2008  99.71335181897146 "C5"
  93. 16 2009  99.71335181897146 "C5"
  94. 16 2010  99.87784611863404 "C5"
  95. 16 2011  97.11711947118745 "C5"
  96. 16 2012  99.76988839961622 "C5"
  97. 16 2013  99.91542413132905 "C3"
  98. 16 2014  99.69299769821424 "C3"
  99. 16 2015  99.61701614008643 "C3"
  100. 16 2016  88.75188745020316 "C3"
  101. 17 2011  61.33612992896269 "C7"
  102. 17 2012  61.33612992896269 "C7"
  103. 17 2013  56.08771252942169 "C3"
  104. end
复制代码
16楼
hustchen2012 在职认证  发表于 2017-12-11 17:07:27
黃河泉 发表于 2017-12-11 16:01
你还是给我一个代表性数据，我帮你 post 到美国 Stata 论坛去寻求帮忙！
  1. [CODE]
  2. * Example generated by -dataex-. To install: ssc install dataex
  3. clear
  4. input long code double ertn int year str2 industry
  5. 600093   89.7922247429401 2008 "A"
  6. 600313  91.26823945306956 2008 "A"
  7. 600359  94.08184217505053 2008 "A"
  8. 600108  98.39184330023133 2008 "A"
  9.    998  99.30283587730435 2008 "A"
  10.   2385  99.78745737220093 2008 "A"
  11.    592  99.97990749489266 2008 "A"
  12. 600438 100.48624611688015 2008 "A"
  13.    798 101.16823369205535 2008 "A"
  14.   2069  102.4971579780156 2008 "A"
  15. 600242  103.4842903480507 2008 "A"
  16. 600598 104.39508971984529 2008 "A"
  17. 600354  104.5435421217048 2008 "A"
  18. 300087 104.77795021478626 2008 "A"
  19. 600257 104.83739055003498 2008 "A"
  20.    918  105.2354376375993 2008 "A"
  21. 600975 105.79170883162635 2008 "A"
  22. 600189 105.97411134722793 2008 "A"
  23. 600251 106.85088028613298 2008 "A"
  24. 600540 107.86003033453474 2008 "A"
  25.   2321   108.747172106077 2008 "A"
  26.    972 110.51869312532583 2008 "A"
  27.    663 110.84888540194481 2008 "A"
  28. 600075 110.91141440283853 2008 "A"
  29.    735  115.6977399024525 2008 "A"
  30.    829  115.9826201528167 2008 "A"
  31.    860 116.18510594388931 2008 "A"
  32. 600225 125.04781379478295 2008 "A"
  33. 600275  85.46298976712399 2009 "A"
  34. 600275  85.46298976712399 2009 "A"
  35. 600275  85.46298976712399 2009 "A"
  36. 300189  86.34335327148438 2009 "A"
  37. 600248  86.91833531756018 2009 "A"
  38. 600248  86.91833531756018 2009 "A"
  39. 600248  87.03092160367092 2009 "A"
  40. 600248  87.49479741109035 2009 "A"
  41. 600093   89.7922247429401 2009 "A"
  42. 600093   89.7922247429401 2009 "A"
  43. 600093   89.7922247429401 2009 "A"
  44. 600506  89.87143316867244 2009 "A"
  45. 600506  89.87143316867244 2009 "A"
  46. 600506  89.87143316867244 2009 "A"
  47. 600093  90.20221487637032 2009 "A"
  48. 600313  91.05115509033203 2009 "A"
  49. 600313  91.26823945306956 2009 "A"
  50. 600313   93.2110833292306 2009 "A"
  51. 600313   93.2110833292306 2009 "A"
  52. 600359  93.95216889640415 2009 "A"
  53. 600359  93.96328038508761 2009 "A"
  54. 600359  94.08184217505053 2009 "A"
  55. 600359  94.08184217505053 2009 "A"
  56. 600108   98.3825116051093 2009 "A"
  57. 600108   98.3837102993976 2009 "A"
  58. 600108  98.39184330023133 2009 "A"
  59. 600108  98.47024161651547 2009 "A"
  60.    998  98.78991886085879 2009 "A"
  61.    998  98.91765620383173 2009 "A"
  62.    998   99.2203158014355 2009 "A"
  63.    998  99.30283587730435 2009 "A"
  64.    509  99.38455963134766 2009 "A"
  65.    509  99.38455963134766 2009 "A"
  66.   2385  99.74379013980216 2009 "A"
  67.   2385  99.74379013980216 2009 "A"
  68.   2385  99.78745737220093 2009 "A"
  69.   2385  99.78745737220093 2009 "A"
  70.    509  99.95419208441228 2009 "A"
  71.    509  99.95419208441228 2009 "A"
  72.    592  99.97990749489266 2009 "A"
  73.    592  99.97990749489266 2009 "A"
  74.    592   100.033607135433 2009 "A"
  75.    592 100.04352290176269 2009 "A"
  76. 600438 100.48624611688015 2009 "A"
  77. 600962 100.49364905408972 2009 "A"
  78. 600962 100.49364905408972 2009 "A"
  79. 600962 100.49364905408972 2009 "A"
  80.   2477  100.5156021118164 2009 "A"
  81.   2477  100.5156021118164 2009 "A"
  82. 600438 100.56361963646675 2009 "A"
  83. 600438 100.56481465942639 2009 "A"
  84. 600438 100.57546137962274 2009 "A"
  85.    798  100.7219353858976 2009 "A"
  86.    798 101.07528833092432 2009 "A"
  87.    798 101.16823369205535 2009 "A"
  88.   2069  102.4971579780156 2009 "A"
  89.   2069  102.4971579780156 2009 "A"
  90.   2069 102.51703248477216 2009 "A"
  91.   2069 102.51703248477216 2009 "A"
  92.    798  102.7104283001448 2009 "A"
  93. 600242  103.4842903480507 2009 "A"
  94. 600242 103.50730895996094 2009 "A"
  95. 600242 103.50730895996094 2009 "A"
  96. 600242 103.50730895996094 2009 "A"
  97.   2234 103.92540740966797 2009 "A"
  98.   2234 103.92540740966797 2009 "A"
  99.   2234 103.92540740966797 2009 "A"
  100.   2234 103.94282647083105 2009 "A"
  101. 600598 104.39429609250202 2009 "A"
  102. 600598 104.39508971984529 2009 "A"
  103. 600598 104.39518000524644 2009 "A"
  104. 600598  104.3961563534637 2009 "A"
  105. end
复制代码
[/code]
17楼
hustchen2012 在职认证  发表于 2017-12-11 17:07:29
黃河泉 发表于 2017-12-11 16:01
你还是给我一个代表性数据，我帮你 post 到美国 Stata 论坛去寻求帮忙！
  1. [CODE]
  2. * Example generated by -dataex-. To install: ssc install dataex
  3. clear
  4. input long code double ertn int year str2 industry
  5. 600093   89.7922247429401 2008 "A"
  6. 600313  91.26823945306956 2008 "A"
  7. 600359  94.08184217505053 2008 "A"
  8. 600108  98.39184330023133 2008 "A"
  9.    998  99.30283587730435 2008 "A"
  10.   2385  99.78745737220093 2008 "A"
  11.    592  99.97990749489266 2008 "A"
  12. 600438 100.48624611688015 2008 "A"
  13.    798 101.16823369205535 2008 "A"
  14.   2069  102.4971579780156 2008 "A"
  15. 600242  103.4842903480507 2008 "A"
  16. 600598 104.39508971984529 2008 "A"
  17. 600354  104.5435421217048 2008 "A"
  18. 300087 104.77795021478626 2008 "A"
  19. 600257 104.83739055003498 2008 "A"
  20.    918  105.2354376375993 2008 "A"
  21. 600975 105.79170883162635 2008 "A"
  22. 600189 105.97411134722793 2008 "A"
  23. 600251 106.85088028613298 2008 "A"
  24. 600540 107.86003033453474 2008 "A"
  25.   2321   108.747172106077 2008 "A"
  26.    972 110.51869312532583 2008 "A"
  27.    663 110.84888540194481 2008 "A"
  28. 600075 110.91141440283853 2008 "A"
  29.    735  115.6977399024525 2008 "A"
  30.    829  115.9826201528167 2008 "A"
  31.    860 116.18510594388931 2008 "A"
  32. 600225 125.04781379478295 2008 "A"
  33. 600275  85.46298976712399 2009 "A"
  34. 600275  85.46298976712399 2009 "A"
  35. 600275  85.46298976712399 2009 "A"
  36. 300189  86.34335327148438 2009 "A"
  37. 600248  86.91833531756018 2009 "A"
  38. 600248  86.91833531756018 2009 "A"
  39. 600248  87.03092160367092 2009 "A"
  40. 600248  87.49479741109035 2009 "A"
  41. 600093   89.7922247429401 2009 "A"
  42. 600093   89.7922247429401 2009 "A"
  43. 600093   89.7922247429401 2009 "A"
  44. 600506  89.87143316867244 2009 "A"
  45. 600506  89.87143316867244 2009 "A"
  46. 600506  89.87143316867244 2009 "A"
  47. 600093  90.20221487637032 2009 "A"
  48. 600313  91.05115509033203 2009 "A"
  49. 600313  91.26823945306956 2009 "A"
  50. 600313   93.2110833292306 2009 "A"
  51. 600313   93.2110833292306 2009 "A"
  52. 600359  93.95216889640415 2009 "A"
  53. 600359  93.96328038508761 2009 "A"
  54. 600359  94.08184217505053 2009 "A"
  55. 600359  94.08184217505053 2009 "A"
  56. 600108   98.3825116051093 2009 "A"
  57. 600108   98.3837102993976 2009 "A"
  58. 600108  98.39184330023133 2009 "A"
  59. 600108  98.47024161651547 2009 "A"
  60.    998  98.78991886085879 2009 "A"
  61.    998  98.91765620383173 2009 "A"
  62.    998   99.2203158014355 2009 "A"
  63.    998  99.30283587730435 2009 "A"
  64.    509  99.38455963134766 2009 "A"
  65.    509  99.38455963134766 2009 "A"
  66.   2385  99.74379013980216 2009 "A"
  67.   2385  99.74379013980216 2009 "A"
  68.   2385  99.78745737220093 2009 "A"
  69.   2385  99.78745737220093 2009 "A"
  70.    509  99.95419208441228 2009 "A"
  71.    509  99.95419208441228 2009 "A"
  72.    592  99.97990749489266 2009 "A"
  73.    592  99.97990749489266 2009 "A"
  74.    592   100.033607135433 2009 "A"
  75.    592 100.04352290176269 2009 "A"
  76. 600438 100.48624611688015 2009 "A"
  77. 600962 100.49364905408972 2009 "A"
  78. 600962 100.49364905408972 2009 "A"
  79. 600962 100.49364905408972 2009 "A"
  80.   2477  100.5156021118164 2009 "A"
  81.   2477  100.5156021118164 2009 "A"
  82. 600438 100.56361963646675 2009 "A"
  83. 600438 100.56481465942639 2009 "A"
  84. 600438 100.57546137962274 2009 "A"
  85.    798  100.7219353858976 2009 "A"
  86.    798 101.07528833092432 2009 "A"
  87.    798 101.16823369205535 2009 "A"
  88.   2069  102.4971579780156 2009 "A"
  89.   2069  102.4971579780156 2009 "A"
  90.   2069 102.51703248477216 2009 "A"
  91.   2069 102.51703248477216 2009 "A"
  92.    798  102.7104283001448 2009 "A"
  93. 600242  103.4842903480507 2009 "A"
  94. 600242 103.50730895996094 2009 "A"
  95. 600242 103.50730895996094 2009 "A"
  96. 600242 103.50730895996094 2009 "A"
  97.   2234 103.92540740966797 2009 "A"
  98.   2234 103.92540740966797 2009 "A"
  99.   2234 103.92540740966797 2009 "A"
  100.   2234 103.94282647083105 2009 "A"
  101. 600598 104.39429609250202 2009 "A"
  102. 600598 104.39508971984529 2009 "A"
  103. 600598 104.39518000524644 2009 "A"
  104. 600598  104.3961563534637 2009 "A"
  105. end
复制代码
[/code]
18楼
hustchen2012 在职认证  发表于 2017-12-11 17:07:30
黃河泉 发表于 2017-12-11 16:01
你还是给我一个代表性数据，我帮你 post 到美国 Stata 论坛去寻求帮忙！
  1. [CODE]
  2. * Example generated by -dataex-. To install: ssc install dataex
  3. clear
  4. input long code double ertn int year str2 industry
  5. 600093   89.7922247429401 2008 "A"
  6. 600313  91.26823945306956 2008 "A"
  7. 600359  94.08184217505053 2008 "A"
  8. 600108  98.39184330023133 2008 "A"
  9.    998  99.30283587730435 2008 "A"
  10.   2385  99.78745737220093 2008 "A"
  11.    592  99.97990749489266 2008 "A"
  12. 600438 100.48624611688015 2008 "A"
  13.    798 101.16823369205535 2008 "A"
  14.   2069  102.4971579780156 2008 "A"
  15. 600242  103.4842903480507 2008 "A"
  16. 600598 104.39508971984529 2008 "A"
  17. 600354  104.5435421217048 2008 "A"
  18. 300087 104.77795021478626 2008 "A"
  19. 600257 104.83739055003498 2008 "A"
  20.    918  105.2354376375993 2008 "A"
  21. 600975 105.79170883162635 2008 "A"
  22. 600189 105.97411134722793 2008 "A"
  23. 600251 106.85088028613298 2008 "A"
  24. 600540 107.86003033453474 2008 "A"
  25.   2321   108.747172106077 2008 "A"
  26.    972 110.51869312532583 2008 "A"
  27.    663 110.84888540194481 2008 "A"
  28. 600075 110.91141440283853 2008 "A"
  29.    735  115.6977399024525 2008 "A"
  30.    829  115.9826201528167 2008 "A"
  31.    860 116.18510594388931 2008 "A"
  32. 600225 125.04781379478295 2008 "A"
  33. 600275  85.46298976712399 2009 "A"
  34. 600275  85.46298976712399 2009 "A"
  35. 600275  85.46298976712399 2009 "A"
  36. 300189  86.34335327148438 2009 "A"
  37. 600248  86.91833531756018 2009 "A"
  38. 600248  86.91833531756018 2009 "A"
  39. 600248  87.03092160367092 2009 "A"
  40. 600248  87.49479741109035 2009 "A"
  41. 600093   89.7922247429401 2009 "A"
  42. 600093   89.7922247429401 2009 "A"
  43. 600093   89.7922247429401 2009 "A"
  44. 600506  89.87143316867244 2009 "A"
  45. 600506  89.87143316867244 2009 "A"
  46. 600506  89.87143316867244 2009 "A"
  47. 600093  90.20221487637032 2009 "A"
  48. 600313  91.05115509033203 2009 "A"
  49. 600313  91.26823945306956 2009 "A"
  50. 600313   93.2110833292306 2009 "A"
  51. 600313   93.2110833292306 2009 "A"
  52. 600359  93.95216889640415 2009 "A"
  53. 600359  93.96328038508761 2009 "A"
  54. 600359  94.08184217505053 2009 "A"
  55. 600359  94.08184217505053 2009 "A"
  56. 600108   98.3825116051093 2009 "A"
  57. 600108   98.3837102993976 2009 "A"
  58. 600108  98.39184330023133 2009 "A"
  59. 600108  98.47024161651547 2009 "A"
  60.    998  98.78991886085879 2009 "A"
  61.    998  98.91765620383173 2009 "A"
  62.    998   99.2203158014355 2009 "A"
  63.    998  99.30283587730435 2009 "A"
  64.    509  99.38455963134766 2009 "A"
  65.    509  99.38455963134766 2009 "A"
  66.   2385  99.74379013980216 2009 "A"
  67.   2385  99.74379013980216 2009 "A"
  68.   2385  99.78745737220093 2009 "A"
  69.   2385  99.78745737220093 2009 "A"
  70.    509  99.95419208441228 2009 "A"
  71.    509  99.95419208441228 2009 "A"
  72.    592  99.97990749489266 2009 "A"
  73.    592  99.97990749489266 2009 "A"
  74.    592   100.033607135433 2009 "A"
  75.    592 100.04352290176269 2009 "A"
  76. 600438 100.48624611688015 2009 "A"
  77. 600962 100.49364905408972 2009 "A"
  78. 600962 100.49364905408972 2009 "A"
  79. 600962 100.49364905408972 2009 "A"
  80.   2477  100.5156021118164 2009 "A"
  81.   2477  100.5156021118164 2009 "A"
  82. 600438 100.56361963646675 2009 "A"
  83. 600438 100.56481465942639 2009 "A"
  84. 600438 100.57546137962274 2009 "A"
  85.    798  100.7219353858976 2009 "A"
  86.    798 101.07528833092432 2009 "A"
  87.    798 101.16823369205535 2009 "A"
  88.   2069  102.4971579780156 2009 "A"
  89.   2069  102.4971579780156 2009 "A"
  90.   2069 102.51703248477216 2009 "A"
  91.   2069 102.51703248477216 2009 "A"
  92.    798  102.7104283001448 2009 "A"
  93. 600242  103.4842903480507 2009 "A"
  94. 600242 103.50730895996094 2009 "A"
  95. 600242 103.50730895996094 2009 "A"
  96. 600242 103.50730895996094 2009 "A"
  97.   2234 103.92540740966797 2009 "A"
  98.   2234 103.92540740966797 2009 "A"
  99.   2234 103.92540740966797 2009 "A"
  100.   2234 103.94282647083105 2009 "A"
  101. 600598 104.39429609250202 2009 "A"
  102. 600598 104.39508971984529 2009 "A"
  103. 600598 104.39518000524644 2009 "A"
  104. 600598  104.3961563534637 2009 "A"
  105. end
复制代码
[/code]
19楼
黃河泉 在职认证  发表于 2017-12-12 11:02:28
hustchen2012 发表于 2017-12-11 17:07
[/code]
Clyde Schechter 建议 (请先安装 ssc install rangerun)：
  1. capture program drop mean_abs_dev
  2. program define mean_abs_dev
  3.     gen abs_dev = abs(ertn - current_ertn)
  4.     summ abs_dev if code != current_code, meanonly
  5.     gen comparability = r(mean)
  6.     drop abs_dev
  7.     exit
  8. end

  10. rangerun mean_abs_dev, by(industry year) interval(code . .) sprefix(current_)
复制代码
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20楼
hustchen2012 在职认证  发表于 2017-12-12 15:18:26
黃河泉 发表于 2017-12-12 11:02
Clyde Schechter 建议 (请先安装 ssc install rangerun)：
太给力啦黄老师
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