st: Re: tscollap query

[Kit Baum <baum@bc.edu>]

Dear Jorge

tscollap is just a convenience, "hard wiring" various features of 
-collapse- to take advantage of what we know about calendar-time data. 
Since -collapse- can generate arbitrary subsets of a dataset, where you 
specify exactly how the data are to be collapsed, I should think that 
you can use -collapse- to deal with your event-oriented data.  I'm not 
sure how, though, you plan to "aggregate the variables on each event 
according to different time

> > periodicity (days, weeks, months, quarter, years) and/or by spatial
> clusters
> > (both defined by the user and statistically generated)". It seems to 
> > me that an observation in the result data
would either be identified by a time period, or by an event, but could 
not very well be associated with both; and how would you deal with a 
result dataset in which the observations either belong to a time period 
or to a specific event?

Best wishes
Kit

On Jan 26, 2004, at 12:24 PM, Restrepo J wrote:


> Dear Professor Baum:
>
> I am taking the liberty of writing you regarding the program you wrote 
> in
> Stata for collapsing time series. Nick Cox pointed to it in statalist 
> after
> my query in Statalist:
>
>
> > I am working with a relatively large data set organised by events 
> > (19.000
> in
> > total). Each event has time and spatial descriptors and several 
> > variables.
> >
> > My query is: Is there a command-routine-program for Stata to
> > aggregate the variables on each event according to different time
> > periodicity (days, weeks, months, quarter, years) and/or by spatial
> clusters
> > (both defined by the user and statistically generated)? I would 
> > appreciate
> > any kind of guidance on this question.
> It seems that your program in combination with the command Collapse 
> would
> allow me to do most of what I need, as I would be able to aggregate 
> from
> monthly to lower frequencies. The problem is that I have my original 
> data in
> "event" form, i.e. a collection of daily events that I would need also 
> to
> collapse to daily and monthly frequencies. Do you know of a way of 
> doing
> this? Is it possible to do this with your programme or with a 
> variation of
> it?
>
> Best regards,
>
>
> Jorge Alberto Restrepo
> ____________________________
> Department of Economics
> Royal Holloway-University of London
> Egham Hill, Egham, Surrey
> TW20 0EX, United Kingdom
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