Hi there, I noticed that the summary command does show the within and between variation for a series but not for lists. Hence, I wanted to calculate the variation components with a UDF. On page 33 of this presentation http://fmwww.bc.edu/repec/msug2010/mex10sug_trivedi.pdf the stata output for the series mdu of the data set 'mus18data.dta' (http://fmwww.bc.edu/ec-p/data/mus/) is shown. The only difference to the gretl output is the calculated within variation: STATA 2.5759 gretl 3.0627 When trying to calculate it myself I came up with totally different outcomes. How is it correct? Is there 'a' correct method? Cheers Leon <hansl> summary mdu series x_bar_i= pmean(mdu) series x_bar = mean(mdu) ## between variation eval sd(pmean(mdu)) # OK eval sqrt(sum(((x_bar_i-x_bar)^2))/5908/5) # OK, Baltagi (2003) p.76f *## within variation* eval mean(psd(mdu)) # *wrong* eval sqrt(sum((mdu-x_bar_i)^2)/5908/5) # *wrong*, Baltagi (2003) p.76 <hansl>