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From |
"Wallace, Geoffrey P" <[email protected]> |

To |
"[email protected]" <[email protected]> |

Subject |
st: Generating summary variables in TSCS data using values across long time periods |

Date |
Mon, 18 Jan 2010 08:39:41 -0500 |

Dear all, I have two questions, which I believe are related, and deal with generating summary variables based on longer time periods using time-series cross-sectional data. 1. I’m using the Polity IV data set which gives national democracy scores in a country-year format. As a measure of volatility I want to generate a variable that captures the standard deviation in a country’s polity score (polity2) in a moving window over 25-year periods. E.g. For Iraq in 1990 this would be the standard deviation in polity2 for 1965-1989, etc. I also want a similar measure looking at volatility in 25-year windows using future polity scores. I have tried variants of the –egen- command like the following .bysort ccode (year): egen sd(polity2) I believe this simply gives the standard deviation in polity2 across the entire time period for each country, but I cannot figure out how to specify by moving 25-year periods. I was successful in using the –tssmooth ma- command to create a moving average variable over similar 25-year periods, but have not found a way to generate something similar for standard deviations, or alternative measures. 2. I also want to generate a dummy variable by country-year that equal “1” if a country achieved above a particular polity2 score “x” over the previous 25-year period. Is there a way to do so with using some form of the expression -if polity2[_n-1]>x … polity2[_n-25]>x- Is there a way to avoid specifying [_n-t] 25 separate times? Any help on either issue would be greatly appreciated. Best, Geoff -- Geoffrey Wallace Assistant Professor Department of Political Science 1657 Patterson Office Tower University of Kentucky Lexington, KY 40506-0027 tel. 859-257-2709 fax. 859-257-7034 email. [email protected] web. http://www.uky.edu/~gpwa223 * * 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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