Geomean Standard Deviation

[Hans Schubert]

Good morning,

Please refer to my data post.
Is is possible to create a new variable with the geomean standard deviation of the dslr variable?

Thank you,
Hans

* Example generated by -dataex-. To install: ssc install dataex
clear
input int dslr float(avgracedslr stdevracedslr geomeanracedslr) byte geomeanstdev
  36 249.3333 556.9398 40.3126 .
  14 249.3333 556.9398 40.3126 .
  16 249.3333 556.9398 40.3126 .
1386 249.3333 556.9398 40.3126 .
  32 249.3333 556.9398 40.3126 .
  12 249.3333 556.9398 40.3126 .
end

[Nick Cox]

The recipe for geometric standard deviation -- which may be (related to) what you want -- I take to be exp(SD(ln()).

With your data example (thanks), I get this:

. gen work = ln(dslr)

. su work 

    Variable |        Obs        Mean    Std. dev.       Min        Max
-------------+---------------------------------------------------------
        work |          6    3.696664    1.790024   2.484907   7.234177

. di exp(r(sd))
5.9895968

. 
. egen geosd = sd(ln(dslr))

. replace geosd = exp(geosd)
(6 real changes made)

. 
. list avg-geosd in 1 

     +-----------------------------------------------------------------+
     | avgrac~r   stdevr~r   geomea~r   geomea~v       work      geosd |
     |-----------------------------------------------------------------|
  1. | 249.3333   556.9398    40.3126          .   3.583519   5.989597 |
     +-----------------------------------------------------------------+

Using egen extends more easily to wanting a separate result for each of several blocks of observations.

[Hans Schubert]

Thanks very much, Nick.