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From |
"Fabian Brenner" <[email protected]> |

To |
[email protected] |

Subject |
Re: RE: st: annual and 3years average |

Date |
Wed, 17 Sep 2008 21:42:50 +0200 |

Hi, thank you very much your for your help, Nick. Besides "year" (1979-2006) there is a variable "group" (from 1-38) in my dataset. I want to create a three-year-average across groups and years. Variable "fiveyearaverage" should be the average across years (the three years before) for the group this observation belongs to. My data look like the following: "year" "ROE" "group" "threeyearaverage" (for this group in the last three years) 1979 3 29 ? 1979 4 17 ? 1979 1 29 ? 1980 4 9 ? ... I tried it like this but it did not work. generate fiveyearaverage = . local k = 1 while `k' <38 { quietly forvalues y = 1979/2006 { summarize ROE if yeara == `= `y' - 3' & group == `k', meanonly local mean3 = return(mean) summarize ROE if yeara == `= `y' - 2' & group == `k', meanonly local mean2 = return(mean) summarize ROE if yeara == `= `y' - 1' & group == `k', meanonly replace fiveyearaverage = (`mean3' + `mean2' + r(mean)) / 3 if yeara == `y' & group == `k' } local k = `k' + 1 } Fabian Brenner -------- Original-Nachricht -------- > Datum: Wed, 17 Sep 2008 15:21:02 +0100 > Von: "Nick Cox" <[email protected]> > An: [email protected] > Betreff: RE: st: annual and 3years average > I agree with Neil's suggestion of -egen, mean() by(year)- for yearly > averages. > > For the average of the previous three years, there are several ways to > do it. I don't see that Neil's solution takes into consideration that > the periods should overlap. > > Here is one way to do it: > > gen threeyearaverage = . > > qui forval y = 1982/2006 { > local y1 = `y' - 3 > local y2 = `y' - 1 > su ROE if inrange(year, `y1', `y2'), meanonly > replace threeyearaverage = r(mean) if year == `y' > } > > This is an average across observations, not years. If you want the > latter, it would be > > gen threeyearaverage = . > > qui forval y = 1982/2006 { > su ROE if year == `= `y' - 3', meanonly > local mean3 = r(mean) > su ROE if year == `= `y' - 2', meanonly > local mean2 - r(mean) > su ROE if year == `= `y' - 1', meanonly > replace threeyearaverage = (`mean3' + `mean2' + r(mean)) / 3 if > year == `y' > } > > Another different way to do it would be to -collapse-, work on the > collapsed dataset, and -merge- back in again. > > I'll put in here that -round(,)- can be useful in similar problems. > > Nick > [email protected] > > Neil Shephard > > Fabian Brenner wrote: > > > > I have several observations called "ROE" for the "years" (from 1979 to > 2006). There is a different number of observations for each year. > > > > My data look like this: > > "year" "ROE" "Average" "threeyearaverage" > > > > 79 12 ? ? > > 79 9 ? ? > > 79 2 ? ? > > 80 3 ? ? > > 81 20 ? ? > > 81 5 ? ? > > 82 3 ? ? > > 82 6 ? ? > > 82 9 ? ? > > 82 8 ? ? > > . . . > > . . . > > . . . > > > > I want to compute the average of the observations for each year, e.g. > for 1979: (12+9+2)/3 (I tried to sort the observations and to divide the > sum by _n but it didn't work...) > > > > bysort year : egen average = mean(ROE) > > In a second step I want to get the average ROE for the past three > years ("threeyearaverage") (beginning in 1982), e.g. for 1982 it should > be the average of the ROE in 1979 plus the average ROE in 1980 plus > average ROE in 1981, divided by 3. > > > > Thats an inappropriate way of calculating the three year average, as it > fails to account for the fact that there are different numbers > observations from each year, thus the weights aren't equal. This is > covered in most basic statistics books. You therefore have two options, > > a) use weights; b) use the raw data. Since -egen newvar = mean()- > doesn't allow weights I'd be inclined to go with b). > > You therefore need to generate a variable that bins your data... > > gen year3 = . > replace year3 = 1 if(year >= 79 & year <= 82) > replace year3 = 2 if(year >= 83 & year <= 85) > replace year3 = 3 if(year >= 86 & year <= 88) > .... > bysort year3 : egen threeyearaverage = mean(ROE) > > > * > * 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/ -- Der GMX SmartSurfer hilft bis zu 70% Ihrer Onlinekosten zu sparen! Ideal f�r Modem und ISDN: http://www.gmx.net/de/go/smartsurfer * * 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/

**Follow-Ups**:**RE: RE: st: annual and 3years average***From:*"Nick Cox" <[email protected]>

**References**:**st: annual and 3years average***From:*"Fabian Brenner" <[email protected]>

**Re: st: annual and 3years average***From:*Neil Shephard <[email protected]>

**RE: st: annual and 3years average***From:*"Nick Cox" <[email protected]>

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