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


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
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