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From |
Nick Cox <[email protected]> |

To |
[email protected] |

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

Date |
Tue, 1 Feb 2011 16:56:13 +0000 |

>3 should be >= 3 On Tue, Feb 1, 2011 at 4:48 PM, Nick Cox <[email protected]> wrote: > 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 <[email protected]> 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/

**References**:**st: Generate a more complex lagged variable***From:*Ari Dothan <[email protected]>

**Re: st: Generate a more complex lagged variable***From:*Nick Cox <[email protected]>

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