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


From   Kaspar Dardas <kaspar.dardas@students.ebs.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Loop for creating a sum of previous observations in an unbalanced panal data set
Date   Tue, 21 Sep 2010 11:13:20 +0200

Thanks Eric, Kit and Nick,

exactly, my data is not equally spaced. Nick, does the definition of
an unbalanced panel data set exclude not equally spaced observations?
If yes, my apologies for being incorrect/unclear.

Best,

Kaspar

Best,

Kaspar

2010/9/20 Nick Cox <n.j.cox@durham.ac.uk>:
> 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.
>
> Nick
> n.j.cox@durham.ac.uk
>
> 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?
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
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> *   http://www.ats.ucla.edu/stat/stata/
>



--
Kaspar Dardas
Research Assistant
HCI Endowed Chair of Financial Services

EBS Universität für Wirtschaft und Recht i. Gr.
EBS Business School

Gustav-Stresemann-Ring 3
65189 Wiesbaden

GERMANY
Phone: +496990557616
Kaspar.Dardas@students.ebs.edu
www.ebs.edu

*
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*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


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