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Re: st: Taking products in loops


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Taking products in loops
Date   Tue, 27 Mar 2012 00:26:30 +0100

bysort event : gen double product = exp(sum(ln(return)))

In addition, or rather by way of multiplying solutions, did you remember to

. search product

before you posted? Among various false positives are some pertinent
reminders that others have had the same problem before you:

STB-60  dm87  . . . . . . . . . .  Calculating the row product of observations
        (help rprod if installed) . . . . . . . . . . . . . . . . . .  P. Ryan
        3/01    pp.3--4; STB Reprints Vol 10, pp.39--41
        generates new variable whose values are the row product of
        observations

STB-51  dm71  . . . . . . . . . . . .  Calculating the product of observations
        (help prod if installed)  . . . . . . . . . . . . . . . . . .  P. Ryan
        9/99    pp.3--4; STB Reprints Vol 9, pp.45--48
        extension to egen for producing the product of observations

Nick

On Mon, Mar 26, 2012 at 11:44 PM, Sandy Y.  Zhu <sandy.zhu@yale.edu> wrote:

> I was just wondering if you would know how to take products in Stata.
>
> Here's how my data looks like:
>
> Event            Return
> 1                    1.1
> 1                    1.01
> 1                    0.99
> 1                    1.23
> 1                    1.1
> 1                    1.34
> 1                    0.88
> 2                    0.99
> 2                    0.87
> 2                    1.1
> 2                    1.004
> 3                    1.02
> 3                    1.09
> 3                    0.98
> 3                    0.98
> 3                    1.09
> 3                    1.09
> .....                    ............
>
> For each event, I would like to multiply all the numbers under the
> column "return" for that event together. At the end of the program, I
> would like to output a column with all the "cumulative returns" for
> each event. Since each of my events containa  different number of
> observations (or returns), I'm wondering if there's a command that can
> do that in Stata?

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