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st: RE: Loop for creating a sum of previous observations in an unbalanced panal data set

From   Nick Cox <>
To   "''" <>
Subject   st: RE: Loop for creating a sum of previous observations in an unbalanced panal data set
Date   Mon, 20 Sep 2010 19:38:02 +0100

Eric Booth and Kit Baum made good suggestions. 

It's worth mentioning that the sum of recent values can often be evaluated as the difference between two cumulative sums. That is, 

Sum of recent values = Cumulative sum to present - Cumulative sum evaluated earlier 

This can make a loop quite unnecessary, even with panel data. Use -sum()- to create cumulative sums. 

This does require equally spaced data. Kaspar says his panel is unbalanced, but from his earlier posts, I also suspect that he does not have equal spacing. 


Kaspar Dardas

I have an unbalanced panel dataset with about 50 Variables and 30000
observations between 2003 - 2010 in long format.
I need to create a running rum variable"3m_sum_variable" which
aggregates a certain variable (lets call it) "value" 3 months into the
past. In other words, the variable "3m_sum_variable" should be the sum
of all "value" variables which occurred in the last 3 months relative
(and including) to the current observation.

I think I might create such a variable fairly easy with reshaping.
However, since I have about 50 Variable I would rather work with my
long format and create a loop which "goes back 3 months" into the past
and aggregates the previous "value" variables. Does anybody know of a
loop that can do this efficiently for an unbalanced panel datatset?

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