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Re: st: calculating a mean value using the rolling command
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: calculating a mean value using the rolling command
Date
Thu, 31 Mar 2011 09:26:23 +0100
The aim of -egen- is to return a variable, in this case holding a
single mean. That is overkill at the best of times, but it is not what
you want here.
-egen- is not an r-class or e-class command. But on the side, -egen-
uses -count- to count non-missing values, the result of which is what
you are seeing.
You should be using -summarize-. There are examples using -summarize-
to collect means in the help for -rolling-, so I need not invent any
here.
Correct spelling is "Stata".
Nick
On Thu, Mar 31, 2011 at 2:43 AM, Nat Tharnpanich <[email protected]> wrote:
> I would like to calculate rolling mean values of a variable in overlapping
> time periods using rolling command in STATA. I typed
>
> rolling, window(20) clear: egen avg = mean(var name)
>
> However, STATA returned r(N) which is the number of years in the sample
> rather that the mean value I wanted. What have I done wrong???
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