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Re: st: Panel data - Foreach-Collapse commands
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Panel data - Foreach-Collapse commands
Date
Wed, 15 Jan 2014 03:26:26 +0000
Your -collapse- ignores your SD results. Otherwise I stand by my
earlier comments. I have difficulties writing code when the aim seems
ill-judged.
Nick
[email protected]
On 15 January 2014 03:14, Sadia Khalid <[email protected]> wrote:
> Yes I want is
> collapsing on one variable , saving, reopening the original, collapsing...,
>
> I have got the program to do but i cannot modify this to my situtation.
>
> the link to the code is
> http://www.urch.com/forums/phd-economics/125348-stata-repeated-collapse.html
>
> yes i want to calculate the 3 Year Moving Sd. like SD of (1,2,3)
> first three obs and than SD of (2,3,4 )th obs ans so on.
> Regards
> Sadia Khalid
>
>
> On 15 January 2014 01:39, Nick Cox <[email protected]> wrote:
>> Too many questions (at least for me to want to answer)! I'll peel off
>> the first.
>>
>> Once you -collapse- the first time round your loop, -kstock- has
>> disappeared from your dataset. That's what -collapse- does: reduce
>> your dataset to a new one. But the -collapse- is (arguably) illogical.
>> Moving standard deviations are unique to each observation. A mean
>> moving SD could be calculated, but it seems unlikely to be what you
>> want. If it is really what you want, you need to read in the original
>> data again. On the other hand, I want whether you really want a
>> moving SD. The rest of your question seems to imply otherwise.
>>
>> General comment: Some Statalist members use MS Excel. Many don't in
>> practice or won't on principle. It's not a good idea to imply that
>> members are inclined to try and work out how to read your data into
>> Stata from Excel.
>>
>> Nick
>> [email protected]
>>
>> On 14 January 2014 20:18, Sadia Khalid [edited]
>>
>> I am working on panel data. I have to create the Rolling SD of Y
>> variable which I am able to create with the help of -mvsumm- (SSC).
>>
>> The command for creating the 3 year moving SD is
>>
>> mvsumm y, stat(mean) win(3) gen(`var'3avg) end
>>
>> As I have to do 3 year moving SD for a number of variables I am trying
>> to use -foreach- and these are the commands in my do file
>>
>> webuse grunfeld,clear
>> xtset company year
>> *** Code for calculating 3 Year moving SD**
>>
>> foreach var in invest kstock {
>> mvsumm `var', stat(sd) win(3) gen(`var'3sd) end
>> collapse `var' , by(company)
>> }
>>
>> I get the following error message.
>>
>> “variable kstock not found”
>>
>> How can I overcome this?
>>
>> <big snip>
>>
>> *
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>> * http://www.ats.ucla.edu/stat/stata/
>
> *
> * For searches and help try:
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> * http://www.ats.ucla.edu/stat/stata/
*
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