Re: st: Panel data - Foreach-Collapse commands

[Sadia Khalid <sadiakhalid234@gmail.com>]

There is no issue of calculating the moving SD of Y and X.

but when i am going to collapse (SD of Y ans X), it is only
collpaseing the first varialbe, error for the second variable. how to
aviod this problem . by collapising the varialbes i want to a single
value for each country.




On 15 January 2014 08:47, Sadia Khalid <sadiakhalid234@gmail.com> wrote:
> firstly I want to calculate the  the 3 Year Moving Sd of variables (Y
> and X). like SD of (1,2,3)
> first three obs and than SD of (2,3,4 )th obs ans so on.
>
>
> than i have to take the average of these variables by country
> variables, to collapse them to a single number for each country.
>
> Regards
> Sadia Khalid
>
> On 15 January 2014 08:26, Nick Cox <njcoxstata@gmail.com> wrote:
>> 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
>> njcoxstata@gmail.com
>>
>>
>> On 15 January 2014 03:14, Sadia Khalid <sadiakhalid234@gmail.com> 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 <njcoxstata@gmail.com> 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
>>>> njcoxstata@gmail.com
>>>>
>>>> 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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