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From |
John Luke Gallup <jlgallup@pdx.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: summarizing data over 3 or 5 year periods for macro panel data. |

Date |
Tue, 19 Jul 2011 20:47:22 -0700 |

Manhal, If I understand correctly, you are trying to get just one, rather than 3 observations for each group. Here are two methods: 1. collapse my mx, by(id idthird) instead of bysort id idthird: egen my = mean(y) 2. bysort id idthird: egen my = mean(y) by id idthird: gen firstobs = (_n==1) keep if firstobs John John Luke Gallup Department of Economics Portland State University On Jul 19, 2011, at 7:07 PM, Manhal Mohammad Ali wrote: > Dear Stata users, > > For macro panel data sets (where N is not so big and T is moderate), > researchers and academics summarize or average data over certain > number of periods for example 3 or 5 or 10 for example in growth > econometrics. > > I have a panel data from 1980 to 2009 for 39 countries and I want to > average my data over a 3 or 5 year periods for the variables y and x > to then do regression of average y for 3 or 5 year periods on average > x for 3 or 5 year period. My variables y and x are gdp and inflation. > This is what is I did so far for a 3 year period example > > egen idthird = seq(), block(3) > bysort id idthird: egen my = mean(y). Similarly for variable x. > > This gives me then a "3 independent years groups averages". Then I > want to regress 3 period mean or average of y, my on the 3 period > average of mx. > > But this is the type of data I get (I did not put values for y and x > for simplicity) > Country year idthird my mx y x > a 1980 1 2.5 1.9 > b 1981 1 2.5 1.9 > c 1982 1 2.5 1.9 > d 1983 2 2.8 1.3 > e 1984 2 2.8 1.3 > f 1985 2 2.8 1.3 > g 1986 3 1.6 1.3 > > where 2.5 is the average of the first three years for variable my and > 1.9 is the average for the first three years for variable mx. > > Now how can I regress the average of y for 3 periods, my on mx, the > average of variable x for 3 periods given that the above data now > looks the one above. > > You can clearly see what the problem is - there is three 2.5 values > which is average for first three years then there is average of 2.8 > for next three years and so on for variable my and similarly for > variable mx. Shouldn’t there be one entry of 2.5 for the first group 1 > (1980 -1982) then 2.8 for the next group 2 (1983-1985) for variable my > and similarly for variable mx. > > My basic problem and question is how to generate a sequence of > variables summarized over 3 ot 5 periods and the do regression using > those new averaged variables. I would really appreciate your kind help > as I am doing an MSc dissertation and I am little running back > Thank you very much. > > Manhal Ali > University of Bristol. > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: summarizing data over 3 or 5 year periods for macro panel data.***From:*Manhal Mohammad Ali <manhal.ali@gmail.com>

**References**:**st: summarizing data over 3 or 5 year periods for macro panel data.***From:*Manhal Mohammad Ali <manhal.ali@gmail.com>

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