Hi, there is a strange behavior when combining the 'sd' function with matrices: 1) I thought it flags an error - is it now allowed for matrices? 2) the result is not correct, but the 'var' function works with this simple matrix in the example <hansl> matrix test = {-0.08142857;0.05560000} eval mcov(test) eval var(test) eval sqrt(mcov(test)) eval sqrt((test[1]-mean(test))^2 + (test[2]-mean(test))^2) eval sd(test) <hansl>

On Sun, 27 Jan 2013, Sven Schreiber wrote: > Am 27.01.2013 12:43, schrieb Pindar: >> Hi, >> >> there is a strange behavior when combining the 'sd' function with >> matrices: >> 1) I thought it flags an error - is it now allowed for matrices? >> 2) the result is not correct, but the 'var' function works with this >> simple matrix in the example >> >> <hansl> >> matrix test = {-0.08142857;0.05560000} >> eval mcov(test) >> eval var(test) >> eval sqrt(mcov(test)) >> eval sqrt((test[1]-mean(test))^2 + (test[2]-mean(test))^2) >> eval sd(test) >> <hansl> >> >> > > Without having verified numerically, I suspect this is an issue of 1/n > versus 1/(n-1). If so, then "correct" is not unique in this case; as you > know, the first is ML, the second is unbiased. In this extreme case of > n=2 this will lead to very different results (factor of 1/sqrt(2) I > guess). It is. If you eval sd(test)*sqrt(2), you get what you were looking for. ------------------------------------------------------- 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 ------------------------------------------------------- _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users