[Gretl-users] Re: How to get L2 and CWC variables quickly
On 08/10/2026 14:32, Sven Schreiber wrote:
Am 27.09.2026 um 14:33 schrieb Ramki S:
> When working with panel data, I need to create the cwc (centered within cluster)
variables quickly. Although there is "add time mean.." will do exaclty this job
in creating L2 variable, I have to do one more step to create the cwc variable. Can we
have some function to do the both? I am using the terminology used in multi-level models.
>
> series Q_output_L2 = pmean(Q_output)
> series Q_output_cwc = Q_output - Q_output_L2
Two remarks here. First, if that's what you mean by "quickly", you
could simply write this in one line as:
series Q_output_cwc = Q_output - pmean(Q_output)
And if you have more than one variable, like in the original post:
<hansl>
loop foreach i Q_output PF_fuelprice LF_loadfactor
series $i_cwc = $i - pmean($i)
endloop
</hansl>
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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