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Re: st: Re: how to create an average of previous observations


From   Daniel Simon <dhs29@cornell.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: how to create an average of previous observations
Date   Wed, 18 Oct 2006 15:58:19 -0400

works perfectly! thanks a lot, Michael.
Daniel

At 03:02 PM 10/18/2006 -0400, you wrote:
How about

sort date
gen x_avg=sum(x[_n-1])/sum(x[_n-1]<.)
by date: replace x_avg=x_avg[1]


Michael Blasnik

----- Original Message ----- From: "Daniel Simon" <dhs29@cornell.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Wednesday, October 18, 2006 2:40 PM
Subject: st: how to create an average of previous observations


Hi - I have data on a variable, X, for a set of individuals. Each observation also has the date that X was recorded. I want to create a new variable, X_AVG, which is the mean value of X for all observations with a date that precedes the date for the current observation. X_AVG would be a moving average, that would incorporate all observations with earlier dates.

Example:

Obs Date X X_AVG
1 1/1/2004 4 .
2 1/2/2004 3 4
3 1/4/2004 5 3.5
4 1/5/2004 2 4
5 1/8/2004 8 3.5
6 1/10/2004 5 4.4
7 1/10/2004 8 4.4
8 1/11/2004 3 5

I want to know how to create X_AVG. And, in particular, is there a way to deal with cases like observation 7, which has the same date as observation 6. In that case, I would not want to use the value of X in observation 6 to create X_AVG for observation 7.

I hope that this is clear enough. Thanks. Daniel

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