黄老师您好,实在不明白您DUVOL指标的计算。我根据公式做的命令是这样的。跟您的有很大区别。您为什么要求标准差呢?希望得到老师的回复。谢谢老师了
bysort id year: egen W_mean=mean(W)
gen u=(W>W_mean)
bysort id year: egen n_u=sum(u)
gen n_d=n-n_u
bysort id year: egen W2_sum_Down=sum(W^2*(1-u))
bysort id year: egen W2_sum_Up=sum(W^2*u)
gen DUVOL=log(((n_u-1)*W2_sum_Down)/((n_d-1)*W2_sum_Up))