Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: moving standard deviation (panel data)


From   "[email protected]" <[email protected]>
To   "statalist" <[email protected]>
Subject   st: moving standard deviation (panel data)
Date   Wed, 10 Oct 2007 08:17:31 +0100

Hi,

I know this should be simple but I just don't know what commands I have to type in order to get Stata 9.2 to run a moving 'standard deviation' for one variable of my panel (2892 companies, years: 1995:2005). Basically, the new variable should be measured as the standard deviation of the change in 'earnings' over a three-year period. I wish to measure the changes from year t-3 until year t. Whenever (randomly, for some years) there are no data available, no standard deviation is computed. That's all. 
I have been advised to use -rolling- but, after vain attempts to follow Manual's suggestions (and not much help from searches on previous similar threads, too), still I can't figure out the precise commands and options I need.
I shall really appreciate some help (an example, I hope) to make the calculation. Thank you in advance.


Best wishes,

Daniele,
Ph.D candidate, 
University of Rome III (Italy)







------------------------------------------------------
Leggi GRATIS le tue mail con il telefonino i-mode� di Wind
http://i-mode.wind.it/


*
*   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/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index