I think you need to clone -mvsumm- and
get your clone, called something else,
to do what you want. It's not difficult,
but speaking as a co-author of -mvsumm-
you don't have my support in this aim.
Insisting on complete windows is, I suggest,
to be regarded as a small feature
in -mvsumm-. You can nobble the code if you wish,
but that is your responsibility.
Kit Baum may or may not agree with me on this.
Nick
[email protected]
[email protected]
>
> 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?
>
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