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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  |

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