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

st: time smoothing in panel data

From   Rufus Peabody <>
Subject   st: time smoothing in panel data
Date   Tue, 22 Jul 2008 23:12:06 -0700

I'm attempting to create a model to predict performance. I have about 500 different groups, and have as many as 200 and as few as 1 observation for each group. These occur over an 8 year period and there are gaps in days between them. For example, one group might have an observation July 1, then July 6; for another group, it could be July 2, then July 9. What I want to do is determine how much I should weigh each previous observation to predict performance for a future observation. I would have thought -tssmooth nl- might work, but it did this by group. I want to control for group and create a decay function that I can use to predict future performance for all groups. Any help would be greatly appreciated!

* For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index