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Re: st: superposed rolled windows


From   Jeph Herrin <junk@spandrel.net>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: superposed rolled windows
Date   Tue, 27 Jun 2006 12:31:09 -0400

I thought the poster was unambiguous about wanting to change
the database in the strong sense - he exhibits a "New data base"
which does not contain observations for years where there are
no forward values.

Though as long as he is content with the results, I suppose
any ambiguities - his, mine, yours - are irrelevant, eh?

thanks,
Jeph

Nick Cox wrote:
I was ambiguous, but in a way often used in Stata circles.
Changing the data in the strong sense
includes -drop-ping observations, as this is irreversible, unless by going back to the original dataset.
Changing the data in the weak sense
includes any -generate- of a new
variable. That is reversible, as
the new variable can be -drop-ped
and re-created at will assuming no changes of the data in the strong sense.
Others have explained F.
Nick n.j.cox@durham.ac.uk
Jeph Herrin

According to his original post, he wanted to change
his data. But the point about the gaps is well taken.

what is "F."? other than the F density.
Nick Cox wrote:

This changes your data and assumes no gaps. Using -tsset- and F. is a better way to do it.
Jeph Herrin

Try

  gen profits1=profits
  bys firms (years): gen profits2=profits[_n+1]
  bys firms (years): gen profits3=profits[_n+2]
  drop if profit2==.
irodriguez

i need to generate some columns data in excel I think I
could calculate
them in stata
I have a panel data with firms, and profits for the period
1990/2004 No
all the firms have the same period of data
I need to calculate others 4 columns for profit
superposing a rolling period window of 3 periods.
Example:
original data base
Firms Years Profits firm 1 1990 7
firm 1 1991 9
firm 1 1992 2
firm 1 1993 6
firm 1 1994 5 firm 1 1995 4
firm 2 1990 3
firm 2 1991 2
firm 2 1992 1
firm 2 1993 3
...
New data base
Firms Years Profits1 Profit2 Profit3 firm 1 1990 7 9 2
firm 1 1991 9 2 6
firm 1 1992 2 6 5
firm 1 1993 6 5 4
firm 2 1990 3 2 1
firm 2 1991 2 1 3
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