Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

re:Re: st: Standard deviation for trailing x months

From   Christopher Baum <>
To   "" <>
Subject   re:Re: st: Standard deviation for trailing x months
Date   Tue, 29 Nov 2011 12:02:27 -0500

Nick suggested 

-egen- does not provide much support for this kind of problem. Try
-rolling- with -summarize-.

True, but -rolling- obnoxiously produces a separate dataset which must then be merged back to the original dataset. Try Cox and Baum's -mvsumm- on SSC, which is panel-savvy.


Kit Baum   |   Boston College Economics & DIW Berlin   |
                             An Introduction to Stata Programming  |
  An Introduction to Modern Econometrics Using Stata  |

*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index