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


From   Christopher Baum <kit.baum@bc.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
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

Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                             An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
  An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


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