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Re: st: Mean calculation under consideration of different dates


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Mean calculation under consideration of different dates
Date   Thu, 6 Jan 2011 18:58:34 +0000

Check out

SJ-7-3  pr0033  . . . . . . . . . . . . . .  Stata tip 51: Events in intervals
        . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .  N. J. Cox
        Q3/07   SJ 7(3):440--443                                 (no commands)
        tip for counting or summarizing irregularly spaced
        events in intervals

<http://www.stata-journal.com/sjpdf.html?articlenum=pr0033>

On Thu, Jan 6, 2011 at 6:43 PM,  <shausen@smail.uni-koeln.de> wrote:

> I've got a large dataset that includes forecasts of growth rates for
> different periods reported by different analysts at different dates. I
> already sorted the data to make sure that the analysts forecasts refer to
> the same firm and the same date.
> In anext step the mean of the analysts growth rate forecasts should be
> calculated under the assumption that only those forecasts should be taken
> into account that were issued maximum 90 days prior to the forecast of a
> certain analyst.
> analyst   est date    forecast   mean
> 11       15.Feb 2010    0,3      0,225
> 22       08.Jan 2010    0,2      0,3
> 33       01.Jan 2010    0,25
> 44       01.Nov 2009    0,35
>
> The mean calculation for analyst 11 for example consists of the forecasts of
> analyst 22 and analyst 33 to be in line with the maximum 90 days assumption.
> In addition the analysts own forecast should not be considered when
> calculating the mean but I guess Stata does it automatically.
> Any hints or tips are warmly welcomed.

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