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From |
"Marietta Jones" <[email protected]> |

To |
[email protected] |

Subject |
st: Calculate rolling mean using last observation in a group |

Date |
Mon, 11 Aug 2008 23:04:39 +0100 |

Dear Statalist Users, I have a new problem related to the dataset I presented in my original email (see below). For each observation in the dataset, I would like to calculate the mean of variable x for the same company_no on a rolling prior 90 day basis. The extra complexity arises by the fact that there may be more than one observations of variable x for the same investor_id for a given company_no. I would only like to include the last observation per investor_id for a given company_no in the calculation of the mean. I would appreciate any suggestions on how to solve this problem. Thanks, Marietta > >> Marietta Jones >> >> I have the following dataset: >> >> Company_no Date Investor_id >> 1 03/01/2000 1 >> 1 04/09/2000 1 >> 1 12/12/2001 2 >> 2 13/12/2000 4 >> 2 07/08/2001 7 >> 3 09/08/2000 4 >> 3 19/03/2001 4 >> 3 02/05/2001 5 >> 3 03/12/2001 6 >> >> >> For each observation, I would like to calculate the number of distinct >> investors owning shares in a given company in the previous 12 months. >> The new variable (No_investors_past_12_months) will look as follows: >> >> Company_no Date Investor_id No_investors_past_12_months >> 1 03/01/2000 1 1 >> 1 04/09/2000 1 1 >> 1 12/12/2001 2 1 >> 2 13/12/2000 4 1 >> 2 07/08/2001 7 2 >> 3 09/08/2000 4 1 >> 3 19/03/2001 4 1 >> 3 02/05/2001 5 2 >> 3 03/12/2001 6 3 >> >> For example, for company 2 on 07/08/2001 there are two investors who >> have owned shares of this company within the past 12 months. >> >> The idea is that the same investor should be counted only once and we >> should count all observations over the past 12 months, including the >> current observation date. If there are no observations over the past >> 12 months, the value of the new variable should equal 1. > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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