Speaking Stata: On getting functions to do the work
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Functions in Stata take two main forms, built-in functions that are part of the executable and egen functions written in Stata’s own language. These are surveyed, giving a variety of tips and tricks, and noting the large number of user-written egen functions available for download from the Internet. Two substantial examples, the calculation of percentile ranks and plotting positions, and the calculation of measures summarizing properties of the other members of a group, provide detailed illustrations of egen in action.