Thanks Artur!
No, the pmean() function is not useful because it relates to means
across the time dimension.
But the pxmean() function in the PanelTools package does indeed appear
to do essentially what I want to do. The documentation states
<</pxmean(const series y)
Compute mean value of y across all units per time period. Missing values
are ignored for computing the mean.
Parameters
• y, series, target series
Returns
Series with the mean value value across all units per observation. NA
values are completely ignored and are not counted./>>
...and it appears that it computes my (1/N)*sum_{i=1}^N [x{it}]
term, /including /handling the case of an unbalanced panel.
Thanks again!
I will explore the code and see whether this could be turned into a more
massive operation (say to input a List and not a single variable, so
that one can transform the whole sample in one stroke), and maybe I will
return to this.
Alecos Papadopoulos PhD
Affiliate Researcher
Dpt of Economics, Athens University of Economics and Business
Foundation for Economic and Industrial Research (IOBE)
web:
alecospapadopoulos.wordpress.com/
ORCID:0000-0003-2441-4550
On 18/5/2025 15:32, Artur T. wrote:
Hi,
Am 18.05.25 um 14:27 schrieb Alecos Papadopoulos:
> I want to transform the sample by subtracting from each data point
> the related group-mean, i.e. the mean value of the same (same by
> nature) variable across the dimension i=1,...,N
>
> Namely to perform the operation
>
> z_{it} = x_{it} (-) (1/N)*sum_{i=1}^N [x{it}],
>
> i.e.
>
> z_{it} = x_{it} (-) (1/N)*[x_{1t} + x_{2t} + ... + x_{Nt}]
>
> and the same for the "y" variable, and any other variable in the sample.
>
> Ideally, this has to work for both balanced and unbalanced panels.,
> i.e. when the "N" may differ in each t time period.
Sorry, I haven't followed this closely enough. Just some spontaneous
reaction: Isn't the pmean() function what you are looking for?
https://gretl.sourceforge.net/gretl-help/funcref.html#pmean
In the PanelTools package you also find the pxmean() function:
https://gretl.sourceforge.net/current_fnfiles/PanelTools.gfn
Best,
Artur
_______________________________________________
Gretl-users mailing list --gretl-users(a)gretlml.univpm.it
To unsubscribe send an email togretl-users-leave(a)gretlml.univpm.it
Website:https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/