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From |
Nick Cox <[email protected]> |

To |
[email protected] |

Subject |
Re: st: Mean calculation under consideration of different dates |

Date |
Sat, 15 Jan 2011 10:54:28 +0000 |

That looks doable. This is a rough sketch. You'll have to work out the details yourself. You probably need to initialise a count of such gen count = 0 and within the loop update the count everytime you get an acceptable forecast replace count = count + 1 if ... and then add yet another condition to the -summarize-. Nick On Fri, Jan 14, 2011 at 6:14 PM, <[email protected]> wrote: > Again - thank you very much Nick for your excellent advice. My Stata formula > now looks like this > gen meanb= . > quietly forval i=1/`=_N'{ > summarize forecast if ticker==ticker[`i'] & fpedats==fpedats[`i'] > & inrange(estdats[`i'] - estdats, 1, 90), meanonly > replace meanb= r(mean) in `i' > } > > and it works perfectly. One last question: is there a possibility that the > mean is only calculated if there are at least two prior forecasts that also > meet the inrange restriction? Right now Stata also calcultaes means that > only consist of one forecast. > > > Zitat von Nick Cox <[email protected]>: > >> This is discussed explicitly in the Tip earlier cited with code examples. >> >> As you say, you need to add a condition of the form >> >> id == id[`i'] >> >> to the -if- condition. Here -id- is an example identifier which tells >> you what group you are in. Your variable name may well be different. >> >> Using more words, you are insisting that >> >> identifier == identifier of this observation >> >> or that the observations used must be in the same group. >> >> Nick >> >> On Wed, Jan 12, 2011 at 1:24 PM, <[email protected]> wrote: >> >>> 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. * * 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: Mean calculation under consideration of different dates***From:*[email protected]

**Re: st: Mean calculation under consideration of different dates***From:*Nick Cox <[email protected]>

**Re: st: Mean calculation under consideration of different dates***From:*[email protected]

**Re: st: Mean calculation under consideration of different dates***From:*Nick Cox <[email protected]>

**Re: st: Mean calculation under consideration of different dates***From:*[email protected]

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