Re: st: Mean calculation under consideration of different dates

[Nick Cox <njcoxstata@gmail.com>]

This is discussed explicitly in the Tip earlier cited with code examples.

As you say, you need to add a condition of the form

id == id[`i']

to the -if- condition. Here -id- is an example identifier which tells
you what group you are in. Your variable name may well be different.

Using more words, you are insisting that

identifier == identifier of this observation

or that the observations used must be in the same group.

Nick

On Wed, Jan 12, 2011 at 1:24 PM,  <shausen@smail.uni-koeln.de> wrote:

> first many thanks to Nick for sending me the Stata Journal Tip. Nevertheless
> I still got some problems with telling Stata to calculate the mean for the
> whole dataset but apply the loop for different groups defined by two
> variables (company ticker and a date). Based on the tip I tried:
>
> gen meanb= .
> quietly forval i=1`/=_N'{
> summarize forecast if inrange (estdats[`i']-estdats,1,90), meanonly
> replace meanb= r(mean) in `i'
> }
>
> How can I tell Stata to differ between certain groups? Using bysort before
> the loop does not work but I guess I should include some "sort-command"
> within the loop anyway. Maybe a tag() or id=id[`i']? Any advice is
> appreciated.
>
>
>
> Zitat von Nick Cox <njcoxstata@gmail.com>:
>
>> Check out
>>
>> SJ-7-3  pr0033  . . . . . . . . . . . . . .  Stata tip 51: Events in
>> intervals
>>        . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .  N. J.
>> Cox
>>        Q3/07   SJ 7(3):440--443                                 (no
>> commands)
>>        tip for counting or summarizing irregularly spaced
>>        events in intervals
>>
>> <http://www.stata-journal.com/sjpdf.html?articlenum=pr0033>
>>
>> On Thu, Jan 6, 2011 at 6:43 PM,  <shausen@smail.uni-koeln.de> wrote:
>>
>>> I've got a large dataset that includes forecasts of growth rates for
>>> different periods reported by different analysts at different dates. I
>>> already sorted the data to make sure that the analysts forecasts refer to
>>> the same firm and the same date.
>>> In anext step the mean of the analysts growth rate forecasts should be
>>> calculated under the assumption that only those forecasts should be taken
>>> into account that were issued maximum 90 days prior to the forecast of a
>>> certain analyst.
>>> analyst   est date    forecast   mean
>>> 11       15.Feb 2010    0,3      0,225
>>> 22       08.Jan 2010    0,2      0,3
>>> 33       01.Jan 2010    0,25
>>> 44       01.Nov 2009    0,35
>>>
>>> The mean calculation for analyst 11 for example consists of the forecasts
>>> of
>>> analyst 22 and analyst 33 to be in line with the maximum 90 days
>>> assumption.
>>> In addition the analysts own forecast should not be considered when
>>> calculating the mean but I guess Stata does it automatically.
>>> Any hints or tips are warmly welcomed.

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