Are there any modules in Stata that enable Entropy Weighing?
In the attached sample file I'm looking to assign weights to VAR1-9 by measuring the dispersion level in each of those variables.
Thanks
In the attached sample file I'm looking to assign weights to VAR1-9 by measuring the dispersion level in each of those variables.
Thanks
Code:
* Example generated by -dataex-. For more info, type help dataex clear input byte(sample casecount) float(v1 v2 v3 v4 v5 v6 v7 v8 v9) 1 14 .024424523 -.12277614 -.0007316185 -.10039335 -.017366203 -.12433244 .020167226 -.0010582975 .0020726048 1 14 .07815358 -.06018084 -.06556365 -.004302395 .006767418 -.08748095 -.07473113 .006689258 -.013980138 1 14 .034375206 .0763762 -.04260607 .05889753 .032343384 -.04994771 -.04191973 .0023515564 -.0030189976 1 14 -.07958532 -.006388204 -.08775102 -.15139432 -.14288889 -.033293236 -.119007 -.007577374 -.002744544 1 14 -.01940224 .017813148 -.011063416 .015123298 -.009236396 -.012566704 -.0006271361 .0041713826 .006776029 1 14 -.04040853 -.025500573 .02355656 -.028011555 -.09772881 -.005912405 -.031182967 .003550539 .007672103 1 14 .05971555 .008059678 -.02632123 .024347497 -.04056723 .008291543 .017339963 -.00955448 -.01433185 1 14 .0092634875 -.04430714 -.004882585 -.07605027 -.06394683 .017569097 .02808652 .007223683 .010494835 1 14 .04448253 .04009007 .06391048 .082918 .06438244 .027033865 .03796761 .004218562 -.01155195 1 14 .11088912 .06411887 .04412128 .10145436 .08119366 .03319008 -.002783906 .007764227 .005434669 1 14 -.10652147 -.08660249 .031259716 -.05929474 .016791157 .04754967 .030568227 -.009783112 .007823678 1 14 -.1553161 .04822933 .03490175 .02621606 .03966798 .05780417 .04781166 .0007038358 .006823684 1 14 .0949747 .06223257 -.002338184 .06759917 .0784509 .06119566 .04575649 -.0014706552 .0009755677 1 14 -.06062239 .027535513 .04623722 .04119723 .05161331 .06231071 .04503885 .004228157 .009660372 end
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