重要性：数据标准化是消除量纲影响的重要手段，构造新指标或应用某些算法前需要使用到。
写作理由：在 R 或者 Python 中，即使不使用第三方包，实现标准化也是非常容易的，但在 stata 中就显得不太顺手（仅我个人手感而言，并不代表我否认stata是优秀的软件），
本人也没多去寻找现存的包，顺手写了一个小工具，分享给需要的人。
可实现：z-score标准化，minmax标准化
* by Rujiang
* 19Dec2019
capture program drop stand
program stand
version 14.1
syntax varlist [if] [in] [, prefix(name) methods(name)]
if "`methods'" == "" {
if "`prefix'" == "" {
local prefix "norm_"
}
foreach var in `varlist' {
qui: summarize `var' `if' `in'
qui: generate `prefix'`var' = (`var'- r(mean)) / r(sd) `if' `in'
qui: label variable `prefix'`var' "normalized `var'"
di "====> `prefix'`var' generated"
}
di "-----------xxxxxx-----------"
di "all the variables you specified are **normalized**"
}
if "`methods'" == "minmax" {
if "`prefix'" == "" {
local prefix "minmax_"
}
foreach var in `varlist' {
qui: summarize `var' `if' `in'
qui: generate `prefix'`var' = (`var'- r(min)) / (r(max) - r(min)) `if' `in'
qui: label variable `prefix'`var' "minmax standardized `var'"
di "====> `prefix'`var' generated"
}
di "-----------xxxxxx-----------"
di "all the variables you specified are **minmax standardized**"
}
if "`methods'" != "" {
if "`methods'" != "minmax" {
di as err `"nothing happened, only methods("minmax") allowed"'
}
}
end
使用举例
. clear
. sysuse auto
(1978 Automobile Data)
. des
Contains data from D:\来自华硕_RJL_25Apr2018\stata\StataCorp Stata 14.1 (Revision
> 20.06.2016)\ado\base/a/auto.dta
obs: 74 1978 Automobile Data
vars: 12 13 Apr 2014 17:45
size: 3,182 (_dta has notes)
---------------------------------------------------------------------------------
storage display value
variable name type format label variable label
---------------------------------------------------------------------------------
make str18 %-18s Make and Model
price int %8.0gc Price
mpg int %8.0g Mileage (mpg)
rep78 int %8.0g Repair Record 1978
headroom float %6.1f Headroom (in.)
trunk int %8.0g Trunk space (cu. ft.)
weight int %8.0gc Weight (lbs.)
length int %8.0g Length (in.)
turn int %8.0g Turn Circle (ft.)
displacement int %8.0g Displacement (cu. in.)
gear_ratio float %6.2f Gear Ratio
foreign byte %8.0g origin Car type
---------------------------------------------------------------------------------
Sorted by: foreign
. stand price
====> norm_price generated
-----------xxxxxx-----------
all the variables you specified are **normalized**
. stand price, methods("minmax")
====> minmax_price generated
-----------xxxxxx-----------
all the variables you specified are **minmax standardized**
. stand price-head, methods("minmax") prefix("stand_")
====> stand_price generated
====> stand_mpg generated
====> stand_rep78 generated
====> stand_headroom generated
-----------xxxxxx-----------
all the variables you specified are **minmax standardized**
. su stand*
Variable | Obs Mean Std. Dev. Min Max
-------------+---------------------------------------------------------
stand_price | 74 .2278444 .2338086 0 1
stand_mpg | 74 .3205965 .1995001 0 1
stand_rep78 | 69 .6014493 .2474831 0 1
stand_head~m | 74 .4266409 .2417128 0 1
