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From |
Manhal Mohammad Ali <manhal.ali@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Wed, 20 Jul 2011 21:52:21 +0100 |

Dear Sir, Many thanks for you kind and prompt help. Really appreciate it. You have helped to focus on other thesis related work and also managed to solve a seemingly confounding problem. Thank you Manhal Ali On Wed, Jul 20, 2011 at 4:47 AM, John Luke Gallup <jlgallup@pdx.edu> wrote: > > 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/ * * 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/

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

**Re: st: summarizing data over 3 or 5 year periods for macro panel data.***From:*John Luke Gallup <jlgallup@pdx.edu>

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