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Re: st: Running Product Function


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..
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