voodoo 发表于 2009-7-9 13:15怎么会一样呢?vincent829 发表于 2009-7-9 10:32
28# voodoo
我试过了,这样的命令R和r观测值都是一样的
我是在做了long-term performance
// 生成模拟数据
set obs 10
gen code = _n
expand 10
bysort code: gen year = _n + 1998
expand 12
bysort code year: gen month = _n
gen r = 0.1 * rnormal()
// main
sort code year month
by code: gen R=exp(sum(ln(1+r)))-1
// list to check
list in 1/12, clean