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Re: st: Mean calculation under consideration of different dates


From   [email protected]
To   [email protected]
Subject   Re: st: Mean calculation under consideration of different dates
Date   Wed, 12 Jan 2011 14:24:56 +0100

Hello list,
first many thanks to Nick for sending me the Stata Journal Tip. Nevertheless I still got some problems with telling Stata to calculate the mean for the whole dataset but apply the loop for different groups defined by two variables (company ticker and a date). Based on the tip I tried:

gen meanb= .
quietly forval i=1`/=_N'{
summarize forecast if inrange (estdats[`i']-estdats,1,90), meanonly
replace meanb= r(mean) in `i'
}

How can I tell Stata to differ between certain groups? Using bysort before the loop does not work but I guess I should include some "sort-command" within the loop anyway. Maybe a tag() or id=id[`i']? Any advice is appreciated.



Zitat von Nick Cox <[email protected]>:

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,  <[email protected]> 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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