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Re: st: manual weighted average variable in panel data set


From   hind lazrak <hindstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: manual weighted average variable in panel data set
Date   Thu, 15 Nov 2012 18:36:17 -0800

The best things are the simplest, isn't it?
Thanks for the help!

Best,
Hind

On Thu, Nov 15, 2012 at 4:56 PM, Nick Cox <njcoxstata@gmail.com> wrote:
> No loops are needed.
>
> . l id conc resid_time
>
>      +--------------------------+
>      |    id    conc   resid_~e |
>      |--------------------------|
>   1. | 20059   15.96        380 |
>   2. | 20059   21.17        100 |
>   3. | 20059   18.07        480 |
>   4. | 20060      30        181 |
>   5. | 20060   16.68        292 |
>      |--------------------------|
>   6. | 20061   23.78        269 |
>   7. | 20061   18.07        103 |
>      +--------------------------+
>
> . bysort id : gen sumw = sum(resid_time)
>
> . by id : gen sumwc = sum(conc * resid_time)
>
> . by id : gen meanc = sumwc[_N] / sumw[_N]
>
> . l
>
>      +-------------------------------------------------------+
>      |    id    conc   resid_~e   sumw      sumwc      meanc |
>      |-------------------------------------------------------|
>   1. | 20059   15.96        380    380     6064.8   17.55771 |
>   2. | 20059   21.17        100    480     8181.8   17.55771 |
>   3. | 20059   18.07        480    960    16855.4   17.55771 |
>   4. | 20060      30        181    181       5430   21.77708 |
>   5. | 20060   16.68        292    473   10300.56   21.77708 |
>      |-------------------------------------------------------|
>   6. | 20061   23.78        269    269    6396.82   22.19901 |
>   7. | 20061   18.07        103    372    8258.03   22.19901 |
>      +-------------------------------------------------------+
>
> This code is too long for efficiency, but shows what I believe you
> want. You can also generate sumwc / sumc if you wish.
>
> I didn't try to follow your code, but you're missing how -sum()- does
> cumulative sums.
>
> See also _gwtmean from SSC (David Kantor). (I don't agree with his
> advice to make it a substitute for Stata's code for -gmean()-.)
>
> Nick
>
> On Fri, Nov 16, 2012 at 12:33 AM, hind lazrak <hindstata@gmail.com> wrote:
>
>> I have a panel data set with the following variables: ID time_resid  conc
>> The repeated observations vary from 1 to 5 for each individual (ID).
>> Each observation has a time period (time_resid) during which a
>> pollutant concentration occurs (conc).
>> Here is an excerpt of the data
>>
>> list    id conc resid_time counter in 1/7, sepby(id)
>>
>>     +-------------------------------+
>>     id    conc   resid_~e   counter
>>     ------------------------------------
>> 1.    20059   15.96        380         1
>> 2.    20059   21.17        100         2
>> 3.    20059   18.07        480         3
>>     ------------------------------------
>> 4.    20060      30        181          1
>> 5.    20060   16.68        292         2
>>     ------------------------------------
>> 6.    20061   23.78        269         1
>> 7.    20061   18.07        103         2
>>     +------------------------------------+
>>
>> I need to create a variable using  time_resid and conc that computes
>> the time-weighted average concentration for each ID.
>>
>> The steps that I took were to create variable product (equal to
>> resid_time * conc) and then I have been trying to come up with a loop
>> that would do the following:
>> for each person, and each observation compute the time weighted
>> average concentration =( sum of product / total resid_time up) until
>> the time at which the observation occurs.
>>
>> Here's my code:
>> ***************************************
>> bysort id: gen counter = _n
>> bysort id: gen product= resid_time*conc
>>
>> bysort id: gen time = resid_time if _n==1 | counter[_N]==1
>> bysort id: gen twa= conc if _n==1 | counter[_N]==1
>> qui su counter
>> forval i=1/`r(max)' {
>> bysort id: replace product= product+ product[_n-`i'] if _n!=1
>> bysort id: replace time= resid_time+ resid_time[_n-`i'] if _n=1
>> }
>> bysort id: gen twa = product/time
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