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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Running Product Function |

Date |
Sun, 9 Dec 2012 21:31:07 +0000 |

Oddly enough I was thinking earlier today about how you would generalise this if any values were not positive. If any value is zero, then the product becomes zero; otherwise one would need to separate out products of -abs()- and -sign()-. Nick On Sun, Dec 9, 2012 at 9:19 PM, Yuval Arbel <yuval.arbel@gmail.com> wrote: > Please ignore my previous e-mails regarding this question > > After a short additional search, I found a very nice (and well known) > trick proposed by Nick Cox to address the problem (which, from some > reason did not come to my mind): > > bysort group : gen prod = sum(ln(x)) > by group : replace prod = exp(prod[_N]) > > On Sun, Dec 9, 2012 at 11:05 PM, Yuval Arbel <yuval.arbel@gmail.com> wrote: >> P.S. According to stata's help, the details of the author of the >> -prod()- function is: >> >> Philip Ryan >> Department of Public Health >> University of Adelaide >> South Australia >> pryan@medicine.adelaide.edu.au On Sun, Dec 9, 2012 at 10:53 PM, Yuval Arbel <yuval.arbel@gmail.com> wrote: >>> I appreciate very much your assistance in the following question:, >>> >>> I'm looking for an equivalent function for -gen y1=sum()- which will >>> calculate running product for each point in time >>> >>> In fact, what I would like to calculate is a running geometric mean >>> >>> Note also that -gen y2=prod()- does not work (i.e., stata does not >>> identify the function). Only -egen y2=prod()- works, but it generates >>> only one product for each panel, and this is not what I need. >>> >>> Finally, I tried the -amean- command,, but it simply gives summary >>> statistics of different means, and it is not a function.. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Running Product Function***From:*Yuval Arbel <yuval.arbel@gmail.com>

**References**:**st: Running Product Function***From:*Yuval Arbel <yuval.arbel@gmail.com>

**Re: st: Running Product Function***From:*Yuval Arbel <yuval.arbel@gmail.com>

**Re: st: Running Product Function***From:*Yuval Arbel <yuval.arbel@gmail.com>

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