. ssc desc mvsumm
Nick
[email protected]
Sergio Correia
> I'm trying to generate a variable "Y" that is the maximum value of
> another one (lets call it "X") in the last 12 months.
>
> Now, I'm using an unbalanced panel, so I think I need to use
> a "by id:" command.
> I have already set the time series and the panel identifiers ("date"
> and "id"), so I can use the lag and difference operators to take
> account of the nature of the panel.
>
> My problem is that I need the maximum value with respect to every
> month and every id.
> Previously, I needed to calculate the maximum value in the last 12
> months, with respect to the last date of the panel (2004m12). So I
> just did a drop "if date<2004m1"
>
> But now I need to calculate the max. for every month.. that is, the
> **moving maximum, for each ID, taking into account the unbalancedness
> of the panel**.
>
> Any ideas? I'm kinda stuck here =) Thanks a lot!
>
> PS: I'm using StataSE 8
*
* 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/
