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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/ > * * 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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