No need to apologise. I milked that slip
for as much as it was worth, and more.
Nick
[email protected]
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]]On Behalf Of de la Garza,
> Adrian
> Sent: 08 March 2004 14:42
> To: [email protected]
> Subject: st: RE: Re: mvsumm
>
>
> Hehe... sorry, Nick! This is a public apology for misspelling
> your last
> name. I only realized I had written "Fox" after I read your
> e-mail. When
> I was writing that e-mail I was listening to the Mexican news and they
> were talking about Mexico's president, Vicente Fox. Heheh,
> sorry again!
> And thank you for the suggestion.
>
> Adrian
>
> > -----Original Message-----
> > From: Nick Cox [mailto:[email protected]]
> > Sent: Sunday, March 07, 2004 11:55 AM
> > To: [email protected]
> > Subject: st: Re: mvsumm
> >
> >
> > As for -mvsumm-, I would take the matter up
> > with the authors Chris Baum and Nick Fox.
> >
> > But looking at the code and the help makes
> > me think that the answer is No, so Scott's
> > solution is the one to follow; unless you
> > copy -mvsumm- and make it behave the way
> > you want.
> >
> > Nick
> > [email protected]
> >
> > Scott Merryman
> >
> > > -tssmooth ma- gives missing obersvations a zero weight in
> > > calculating the moving
> > > average. This would seem to give you what you want.
> > >
> > > Example:
> > >
> > > . tsset var1
> > > time variable: var1, 1990 to 2003
> > >
> > > . tssmooth ma ma2= var2, w(4 1)
> > > The smoother applied was
> > > (1/5)*[x(t-4) + x(t-3) + x(t-2) + x(t-1) + 1*x(t)];
> x(t)= var2
> > >
> > > . l
> > >
> > > +--------------------+
> > > | var1 var2 ma2 |
> > > |--------------------|
> > > 1. | 1990 . . |
> > > 2. | 1991 . . |
> > > 3. | 1992 3 3 |
> > > 4. | 1993 4 3.5 |
> > > 5. | 1994 5 4 |
> > > |--------------------|
> > > 6. | 1995 5 4.25 |
> > > 7. | 1996 4 4.2 |
> > > 8. | 1997 6 4.8 |
> > > 9. | 1998 5 5 |
> > > 10. | 1999 3 4.6 |
> > > |--------------------|
> > > 11. | 2000 4 4.4 |
> > > 12. | 2001 5 4.6 |
> > > 13. | 2002 6 4.6 |
> > > 14. | 2003 . 4.5 |
> > > +--------------------+
> > >
> > de la Garza, Adrian
> >
> > > > I am using Chris Baum's and Nick Fox's -mvsumm- and I'd
> > > like to know if
> > > > there is a way to account for averages (or any other desc
> > > stats) when
> > > > there are missing observations (e.g., the way -collapse-
> > > accounts for
> > > > them). What I mean is the following:
> > > >
> > > > 1990 .
> > > > 1991 .
> > > > 1992 3
> > > > 1993 4
> > > > 1994 5
> > > > 1995 5
> > > > 1996 4
> > > > 1997 6
> > > > 1998 5
> > > > 1999 3
> > > > 2000 4
> > > > 2001 5
> > > > 2002 6
> > > > 2003 .
> > > >
> > > > If I use -mvsumm- to generate 5-year moving averages, I'd
> > like it to
> > > > even give me a number in year 1994 (when there are already 5
> > > > observations to compute the average, even though 2 are
> > > missing--so the
> > > > generated number would be the average of 3, 4, and 5) and
> > > also in 2003
> > > > (which would be the average of 3, 4, 5, and 6). Is this
> possible?
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/support/faqs/res/findit.html
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
