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

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: egen command, multiplication |

Date |
Tue, 30 Apr 2013 13:27:11 +0100 |

STB-51 dm71 . . . . . . . . . . . . Calculating the product of observations (help prod if installed) . . . . . . . . . . . . . . . . . . P. Ryan 9/99 pp.3--4; STB Reprints Vol 9, pp.45--48 extension to egen for producing the product of observations Nick njcoxstata@gmail.com On 30 April 2013 13:12, Scott Merryman <scott.merryman@gmail.com> wrote: > bys Individual (Year):gen runningproduct = exp(sum(ln(Return))) > > Scott > > > On Tue, Apr 30, 2013 at 7:00 AM, André Gyllenram > <a_gyllenram@hotmail.com> wrote: >> Hello, >> >> I have a simple problem. For every individual I want to compute the return of their investment from the beginning of the investment until the end. >> >> My data looks like this >> >> Individual Year Reurn >> 1 1 1,1 >> 1 2 1,2 >> 1 3 1,02 >> 1 4 1,08 >> >> 2 1 1,3 >> 2 2 1,8 >> 2 3 1,7 >> >> So in this example what i want to do is that i want to compute the total return for individual 1 and 2. For individual 1 I want to compute 1.1*1.2*1.02*1.08. And for individual 2 I want to compute 1.3*1.8*1.7. I have 270000 individuals. >> >> Can I do this in a simple way. I would be easy to use the egen command. But egen cannot be combined in this way. Or at least i don't know how. >> >> Kind regards >> André >> * >> * 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/ > > * > * 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/ * * 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/

**References**:**st: egen command, multiplication***From:*André Gyllenram <a_gyllenram@hotmail.com>

**Re: st: egen command, multiplication***From:*Scott Merryman <scott.merryman@gmail.com>

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