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st: RE: RE: Re: mvsumm


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: Re: mvsumm
Date   Mon, 8 Mar 2004 14:44:56 -0000

No need to apologise. I milked that slip
for as much as it was worth, and more. 

Nick 
n.j.cox@durham.ac.uk 

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of de la Garza,
> Adrian
> Sent: 08 March 2004 14:42
> To: statalist@hsphsun2.harvard.edu
> Subject: st: RE: Re: mvsumm
> 
> 
> Hehe... sorry, Nick! This is a public apology for misspelling 
> your last
> name. I only realized I had written "Fox" after I read your 
> e-mail. When
> I was writing that e-mail I was listening to the Mexican news and they
> were talking about Mexico's president, Vicente Fox. Heheh, 
> sorry again!
> And thank you for the suggestion.
> 
> Adrian
> 
> > -----Original Message-----
> > From: Nick Cox [mailto:n.j.cox@durham.ac.uk] 
> > Sent: Sunday, March 07, 2004 11:55 AM
> > To: statalist@hsphsun2.harvard.edu
> > Subject: st: Re: mvsumm
> > 
> > 
> > As for -mvsumm-, I would take the matter up 
> > with the authors Chris Baum and Nick Fox. 
> > 
> > But looking at the code and the help makes
> > me think that the answer is No, so Scott's 
> > solution is the one to follow; unless you 
> > copy -mvsumm- and make it behave the way 
> > you want. 
> > 
> > Nick 
> > n.j.cox@durham.ac.uk 
> > 
> > Scott Merryman
> >  
> > > -tssmooth ma- gives missing obersvations a zero weight in 
> > > calculating the moving
> > > average.  This would seem to give you what you want.
> > > 
> > > Example:
> > > 
> > > . tsset var1
> > >         time variable:  var1, 1990 to 2003
> > > 
> > > . tssmooth ma ma2= var2, w(4 1)
> > > The smoother applied was
> > >      (1/5)*[x(t-4) + x(t-3) + x(t-2) + x(t-1) + 1*x(t)]; 
> x(t)= var2
> > > 
> > > . l
> > > 
> > >      +--------------------+
> > >      | var1   var2    ma2 |
> > >      |--------------------|
> > >   1. | 1990      .      . |
> > >   2. | 1991      .      . |
> > >   3. | 1992      3      3 |
> > >   4. | 1993      4    3.5 |
> > >   5. | 1994      5      4 |
> > >      |--------------------|
> > >   6. | 1995      5   4.25 |
> > >   7. | 1996      4    4.2 |
> > >   8. | 1997      6    4.8 |
> > >   9. | 1998      5      5 |
> > >  10. | 1999      3    4.6 |
> > >      |--------------------|
> > >  11. | 2000      4    4.4 |
> > >  12. | 2001      5    4.6 |
> > >  13. | 2002      6    4.6 |
> > >  14. | 2003      .    4.5 |
> > >      +--------------------+
> > > 
> > de la Garza, Adrian
> > 
> > > > I am using Chris Baum's and Nick Fox's -mvsumm- and I'd 
> > > like to know if
> > > > there is a way to account for averages (or any other desc 
> > > stats) when
> > > > there are missing observations (e.g., the way -collapse- 
> > > accounts for
> > > > them). What I mean  is the following:
> > > >
> > > > 1990   .
> > > > 1991   .
> > > > 1992   3
> > > > 1993   4
> > > > 1994   5
> > > > 1995   5
> > > > 1996   4
> > > > 1997   6
> > > > 1998   5
> > > > 1999   3
> > > > 2000   4
> > > > 2001   5
> > > > 2002   6
> > > > 2003   .
> > > >
> > > > If I use -mvsumm- to generate 5-year moving averages, I'd 
> > like it to
> > > > even give me a number in year 1994 (when there are already 5
> > > > observations to compute the average, even though 2 are 
> > > missing--so the
> > > > generated number would be the average of 3, 4, and 5) and 
> > > also in 2003
> > > > (which would be the average of 3, 4, 5, and 6). Is this 
> possible?
> > 
> > *
> > *   For searches and help try:
> > *   http://www.stata.com/support/faqs/res/findit.html
> > *   http://www.stata.com/support/statalist/faq
> > *   http://www.ats.ucla.edu/stat/stata/
> > 
> 
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
> 

*
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