[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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

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

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

Date |
Mon, 18 Jan 2010 09:11:39 -0500 |

Hi Martin, Thanks (on both counts!). I'll take a closer look at the -rolling- command, since this looks like it might do the trick and repost if I still can't solve the issue. Best, Geoff -----Original Message----- From: [email protected] [mailto:[email protected]] On Behalf Of Martin Weiss Sent: Monday, January 18, 2010 9:00 AM To: [email protected] Subject: st: AW: Generating summary variables in TSCS data using values across long time periods <> BTW, -bysort ccode (year): - does not achieve the effect you want, as you correctly suspect (hence the need for -rolling-): It merely restricts the analysis to each level of "ccode" and -sort-s according to "year" in the process - though for the standard deviation, -sort-ing hardly matters :-) HTH Martin -----Ursprüngliche Nachricht----- Von: [email protected] [mailto:[email protected]] Im Auftrag von Wallace, Geoffrey P Gesendet: Montag, 18. Januar 2010 14:40 An: [email protected] Betreff: st: Generating summary variables in TSCS data using values across long time periods 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/ * * 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/

**References**:**st: Generating summary variables in TSCS data using values across long time periods***From:*"Wallace, Geoffrey P" <[email protected]>

**st: AW: Generating summary variables in TSCS data using values across long time periods***From:*"Martin Weiss" <[email protected]>

- Prev by Date:
**st: AW: Generating summary variables in TSCS data using values across long time periods** - Next by Date:
**RE: st: RE: identifying clusters with common elements** - Previous by thread:
**st: AW: Generating summary variables in TSCS data using values across long time periods** - Index(es):

© Copyright 1996–2024 StataCorp LLC | Terms of use | Privacy | Contact us | What's new | Site index |