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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Generate a more complex lagged variable |

Date |
Tue, 1 Feb 2011 16:48:53 +0000 |

You are referring to your code and not showing it to us, so quite what you did is unclear. Perhaps you tried something like gen H[2] = P[1] and as you say Stata doesn't like that. It seems that that you have panel data. Setting that aside you would have gen H = P[1] in 2 replace H = a * H[_n-1] + (1 - a) * P[_n-1] in 3/L In a panel context that would need to be something like bysort firmid (time) : gen H = P[1] if _n == 2 by firmid : replace H = a * H[_n-1] + (1 - a) * P[_n-1] if _n > 3 A basic tutorial on -by:- and subscripts is accessible at SJ-2-1 pr0004 . . . . . . . . . . Speaking Stata: How to move step by: step . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . N. J. Cox Q1/02 SJ 2(1):86--102 (no commands) explains the use of the by varlist : construct to tackle a variety of problems with group structure, ranging from simple calculations for each of several groups to more advanced manipulations that use the built-in _n and _N There would be some gain and no loss in using L.H and L.P after a -tsset- instead. Alternatively, in Mata subscripts behave more like what you (reasonably) seem to expect. Nick On Tue, Feb 1, 2011 at 4:30 PM, Ari Dothan <ari.dothan@gmail.com> wrote: > Hi all, > In the formula H_t=a*H_t-1+(1-a)*P_t-1, P is an existing variable per firm/year. > Assuming that H[2]=P[1], and taking a=0.1: How can I build the column > of H_t by firm? > Since it understands [x] as weights, Stata indicates that "weights are > not allowed", so my problem becomes the specific calculation of each > observation in the H_t column. * * 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/

**Follow-Ups**:**Re: st: Generate a more complex lagged variable***From:*Ari Dothan <ari.dothan@gmail.com>

**Re: st: Generate a more complex lagged variable***From:*Nick Cox <njcoxstata@gmail.com>

**References**:**st: Generate a more complex lagged variable***From:*Ari Dothan <ari.dothan@gmail.com>

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