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st: RE: RE: mean and sd of lagged variables


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: mean and sd of lagged variables
Date   Fri, 29 Jul 2011 16:03:41 +0100

Got you. I wouldn't call that a post; it's an FAQ. Also, it explains why it is no longer good advice. 

-egen, ma()- is official and still exists but went undocumented around about Stata 9 in a big clean-up of -egen-. 

It predates -tsset- and is guaranteed to be completely stupid about panel data, so was quietly hidden given other ways to get moving averages. 

It still works in the sense that anybody's .do or .ado files using it will still work as they did, but it is not a competitor with other ways of getting moving averages. 

Nick 
n.j.cox@durham.ac.uk 

Ben Hoen

The post I was referring to was about egen, ma()

http://www.stata.com/support/faqs/stat/moving.html

And, more importantly, -mvsumm- is exactly what I wanted.  Thanks to you and
Chris for writing it.  Life just got much easier.

Nick Cox 

See also -mvsumm- (SSC). 

I don't have specific recall of a posting from that far back on -ma-. It
sounds an unlikely name as -ma- is a legal abbreviation for -macro-.  


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