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Re: st: Calculating rolling averages


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Calculating rolling averages
Date   Fri, 9 Mar 2012 18:00:25 +0000

The code was also wrong for another reason.

bysort id date:

should have been

bysort id (date):

except that as said -egen, mean()- won't help here.

Nick

On Fri, Mar 9, 2012 at 5:26 PM, Nick Cox <njcoxstata@gmail.com> wrote:
> No. The documentation for -egen- does warn against using subscripts in
> -egen- calls but that is not the main issue here. The way -if- works
> is to select observations and
>
> if date[_n] > date
>
> is just a slightly long-winded way of saying
>
> if date > date
>
> which selects no observations. (Your point that date[1] < date[2] is
> no doubt true for your judges but not pertinent to explaining what is
> going on here.)  In any case, -egen-'s -mean()- function calculates
> means for blocks of observations but otherwise does not respect order
> of observations in any sense.
>
> You could just -tsset- in terms of a pseudo-time variable that is the
> number of cases so far seen.
>
> Alternatively, if you want the average so far handled that is at its simplest
>
> bysort id (date) : gen mean = sum(offense_9) / _n
>
> but much depends on precisely what the variable is. Any missing values
> would require more complicated code.
>
> Nick
>
> On Fri, Mar 9, 2012 at 5:05 PM, William Hauser <whauseriii@gmail.com> wrote:
>
>> I am attempting to calculate the percentage of cases handled by a
>> judge that meet some criterion (e.g. being a violent offender).  The
>> data cover 13 years so obviously the averages for each judge change
>> overtime.  My first thought was the following command:
>>
>> bysort id date:  egen pct=mean(offense_9) if date[_n]>date
>>
>> I had hoped that Stata would calculate the average based only on cases
>> with a earlier (smaller) date but instead the command results in all
>> missing values because date[1]<date[2] and so forth.
>>
>> Another thought was to use the rolling command (which I'm not sure how
>> to do anyways) but this requires the use of tsset.  When I tsset my
>> data I get an error, "repeated time values within panel" presumably
>> because each judge handles multiple cases a day.
>>
>> I imagine this is probably a simple matter of syntax but I am in well
>> over my head.  Any insight you could provide would be greatly
>> appreciated.
>>

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