Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: weighted cumulative sum


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: weighted cumulative sum
Date   Wed, 1 Mar 2006 13:05:00 -0000

Also see 

-tssmooth- 

-egen, filter()- from -egenmore- on SSC. 

Nick 
n.j.cox@durham.ac.uk 

Austin Nichols
 
> bys id (year): gen exper1=pr[_n-3]/3+pr[_n-2]/2+pr[_n-1]
> 
> and you could extend this to more periods (say n>3),
> but you will have exper1 missing for the first n periods
> within each panel defined by id.
> 
> see also -tsset- and [U] 11.4.3 Time-series varlists
 
Arik <ericl@rocketmail.com> wrote:

> > I have a panel data of firms and the number of units
> > of products they sell each year. I am trying to
> > generate some measures of production experience.
> >
> > One measure I have simply produces a cumulative sum of
> > the number of products sold up to the previous year:
> > by id: gen experience1=sum(products[_n-1])
> >
> > I am now trying to produce more sophisticated measures
> > that will discount the experience by some given rate
> > (by, say, dividing the experience by its age). The
> > idea is that last year's experience is more valuable
> > than the experience of the year before it and so on.
> >
> > For example, if I have the following dataset
> >
> > year 1 - 30 products
> > year 2 - 20 products
> > year 3 - 10 products
> > year 4 - 10 products
> > year 5 - 20 products
> >
> > Right now, my experience measure for year 4 is
> > 30+20+10=60. I am looking for a command that will give
> > me the following value: (30/3)+(20/2)+(10/1)=30

*
*   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/



© Copyright 1996–2020 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index