Dear Stata users,
I have a similar question to Adrian's about -mvsumm-. Unfortunately, the
proposed solution (using -tssmooth-) doesn't work as I am interested in moving
variances, not moving averages.
How can I get create a variable that contains the variance of the five preceding
observations in a panel data set, even if one or two of the those preceding
observations are missing? And how can I specify the minimum number of
non-missing observations within the window?
Thanks, Jan
> From "Scott Merryman" <[email protected]>
> To <[email protected]>
> Subject st: Re: mvsumm
> Date Fri, 5 Mar 2004 17:29:35 -0600
> ----------------------------------------------------------------------------->
---
> Adrian,
> -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 |
> +--------------------+
> Hope this helps,
> Scott
----- Original Message -----
From: "de la Garza, Adrian" <[email protected]>
To: <[email protected]>
Sent: Friday, March 05, 2004 4:23 PM
Subject: st: mvsumm
> Dear Stata users,
>
> 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?
>
> Thank you.
> Adrian
>
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