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Re: st: superposed rolled windows


From   "Michael S. Hanson" <[email protected]>
To   [email protected]
Subject   Re: st: superposed rolled windows
Date   Tue, 27 Jun 2006 10:46:38 -0400

On Jun 27, 2006, at 9:59 AM, irodriguez wrote:

I have a panel data�with�firms, and profits for the period 1990/2004�No all the firms have the same period of data
I need to calculate others 4 columns for profit
superposing a rolling period window of 3 periods.
Example:
original data base
Firms��� Years�� Profits���
firm 1�����1990���� 7
firm 1����� 1991���� 9
firm 1����� 1992����� 2
firm 1����� 1993������ 6
firm 1�������1994����� 5����
firm 1������ 1995���� 4
firm 2����� 1990����� 3
firm 2����� 1991����� 2
firm 2����� 1992����� 1
firm 2������ 1993���� 3
...

New data base
Firms��� Years�� Profits1��� Profit2�� Profit3���
firm 1�����1990���� 7��������������� 9�������� 2
firm 1����� 1991���� 9�������������� 2�������� 6
firm 1����� 1992����� 2������������� 6�������� 5
firm 1����� 1993������ 6����������� 5��������� 4
firm 2����� 1990����� 3������������ 2���������� 1
firm 2����� 1991����� 2��������������1��������� 3
�����������������������������������������
How can I do it

To work effectively with panel data, you should read -help xt-. -help tsvarlist- will also be useful; it will explain the forward operator (the "F" in the -gen- command) used below. -help forvalues- will explain the looping. Make sure you copy the quotes *exactly*: the left tick (`) and right tick (') are *not* the same character.


tsset Firms Years // Declare data as a panel
forval i = 1/3 {
local j = `i'-1
gen Profit`i' = F`j'.Profit
}
drop if missing(Profit3)


Note: Be very careful about the -drop- command! Although you stated that you wanted your dataset to only have observations when 'Profit3' was defined, you might be better off just leaving those observations in your dataset. Most commands in Stata will deal with the missing observations in a statistically appropriate manner.

Hope this helps.

-- Mike


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