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st: recursive variable for many groups

From   Bjorn Persson <>
Subject   st: recursive variable for many groups
Date   Thu, 22 Sep 2005 09:55:15 -0400

Dear Statalist,

I am trying to create a variable that depends on its lagged values, and I received this very helpful tip from Statalist:

gen x = y in 1

replace x = constant*x[_n-1] in 2/l(ast)
I am now wondering how to to this for different groups. That is,

gen x(i) = y(i) in 1(i)

replace x(i) = constant*x(i)[_n-1] in 2(i)/l(i)
for groups i=1,2,3...

I have tried to sort the data using "by", but the "by" command does not allow the "in" specification.

If anyone has an idea on how to do this, I would be most grateful.

Best Regards
Bjorn Persson

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