panel_agg_grouped()

[atecon]

What it does?

• This function computes aggregation statistics for each distinct value of 'factor', e.g.panel unit

function void panel_agg_grouped (const list Targets,
                                                              const strings Metrics,
                                                              const series factor)
    /* Print summary statistics for each metric in 'Metrics' for each
       panel unit in 'factor'. Each table refers to some metric.
       For a given metric a table (matrix) will be
       printed. Rows refer to the factor units and columns to the statistics of
       each target series. */

    strings factor_names = strvals(factor)  # TODO: check for existence
    strings column_labels = varnames(Targets)

    loop foreach i Metrics
        result = aggregate(Targets, factor, "$i")[,3:] # disregard "id" and "nobs" columns
        rnameset(result, factor_names)  # TODO: only if present
        cnameset(result, column_labels)

        printf "\n*** Summary statistics for metric '%s' ***\n\n", "$i"
        printf "%16.2f\n", result
    endloop
end function

Example output is

*** Summary statistics for metric 'mean' ***

        d_production      d_building       d_permits        d_income    d_houseprice      d_interest  d_unemployment
GER            -0.04           -0.09           -0.36            0.09            0.02           -0.01           -0.00
FRA            -0.01            0.00           -0.08            0.12            0.11           -0.01           -0.00
ITA             0.13             nan           -0.69           -0.01           -0.06           -0.00           -0.00
ESP            -0.52           -0.19           -1.38            0.06            0.11           -0.01           -0.01
NED             0.08            0.12            0.10            0.03            0.24           -0.01           -0.01
BEG             0.01           -0.01            0.03            0.02            0.15           -0.01           -0.00
AUT             0.16            0.19           -0.01            0.01            0.15           -0.00            0.00
POR            -0.78           -0.74           -1.25            0.01             nan           -0.01            0.00
GRE              nan             nan            0.41            0.00            0.20           -0.02           -0.00
IRE              nan             nan           -0.37            0.02            0.23            0.00           -0.02

Todo

• Think about a better function name
• But return each matrix as a bundle item
• Add a print function for convenience only
• Add a parameter bundle, e.g. for setting the number of digits or so