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, **statalist.org** is already up and running.

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

From |
Mike McDonald <mimcdonald03@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: averaging previous observations in panel data with missing observations |

Date |
Wed, 25 Jul 2012 10:35:02 -0400 |

answer. Hope everyone has a great day. Mike On Tue, Jul 24, 2012 at 8:09 AM, Scott Merryman <scott.merryman@gmail.com> wrote: > -tssmooth ma- > > For example: > > . webuse grunfeld,clear > > . set seed 554321 > > . replace invest = . if runiform()< .33 > (53 real changes made, 53 to missing) > > . tssmooth ma invest2 = invest, w(10) > The smoother applied was > by company : (1/10)*[x(t-10) + x(t-9) + x(t-8) + x(t-7) + x(t-6) > + x(t-5) + x(t-4) + x(t-3) + x(t-2) + x(t-1) + ...; x(t)= invest > > . l com year invest* if com == 1 > > +------------------------------------+ > | company year invest invest2 | > |------------------------------------| > 1. | 1 1935 . . | > 2. | 1 1936 391.8 . | > 3. | 1 1937 . 391.8 | > 4. | 1 1938 257.7 391.8 | > 5. | 1 1939 . 324.75 | > |------------------------------------| > 6. | 1 1940 461.2 324.75 | > 7. | 1 1941 . 370.2333 | > 8. | 1 1942 . 370.2333 | > 9. | 1 1943 . 370.2333 | > 10. | 1 1944 547.5 370.2333 | > |------------------------------------| > 11. | 1 1945 . 414.55 | > 12. | 1 1946 688.1 414.55 | > 13. | 1 1947 568.9 488.625 | > 14. | 1 1948 529.2 504.68 | > 15. | 1 1949 555.1 558.98 | > |------------------------------------| > 16. | 1 1950 . 558.3333 | > 17. | 1 1951 . 577.76 | > 18. | 1 1952 891.2 577.76 | > 19. | 1 1953 1304.4 630 | > 20. | 1 1954 . 726.3428 | > +------------------------------------+ > > > Scott > > On Mon, Jul 23, 2012 at 9:20 PM, Mike McDonald <mimcdonald03@gmail.com> wrote: >> Hi Statalisters: >> >> I have panel data across countries for each year 1960-2010. For each >> country/year, I want to create a variable, y_avg, that is the average >> of that variable over the past 10 years. I know I can do this manually >> like this: >> >> gen y_avg = (L1.x + L2.x + ... + L10.x) / 10 >> >> The problem is that there is missing data all over the place, so this >> breaks down for any 10-year period with missing observations. >> >> I have seen some other suggestions in searching the statalist archive >> -- for instance using egen with filter() -- but it is not clear to me >> that any of these ideas overcome the missing data problem. >> >> Can anyone suggest an easy way to accomplish what I want, ignoring >> missing observations in each average? >> >> Thanks! >> >> Mike McDonald >> University of Maryland > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: averaging previous observations in panel data with missing observations***From:*Mike McDonald <mimcdonald03@gmail.com>

**Re: st: averaging previous observations in panel data with missing observations***From:*Scott Merryman <scott.merryman@gmail.com>

- Prev by Date:
**Re: st: Fwd: Converting weekly data of form yyyyww** - Next by Date:
**st: Re: xt commands for parallel growth curves** - Previous by thread:
**Re: st: averaging previous observations in panel data with missing observations** - Next by thread:
**st: averageifs function in Stata** - Index(es):