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st: Calculating moving windows over time with conditions


From   erik.aadland@bi.no
To   statalist@hsphsun2.harvard.edu
Subject   st: Calculating moving windows over time with conditions
Date   Fri, 4 Feb 2011 12:35:14 +0100

Dear statalist.

I have an unbalanced panel dataset in which I need to calculate a 3 year moving window for a variable for each actor in the dataset.

I have already calculated the annual total sum for the variable for each year (var_x). I have tagged individuals by year and removed all observations but one per year.

Now I need to sum the annual totals up for each actor by year in 3 year moving windows. As the dataset is unbalanced, I need to make sure that observation _n-1 is indeed the year before _n, and not several years prior to _n. I don't get it quite right. I use stata 10.

Here is the code so far:
sort id year ;
egen tag_id_year = tag(id year) ;
keep if tag_id_year == 1;

sort id year ;
bysort id year: egen var_3yrs = total(var_x) & total(var_x[_n-1]if year==year[_n-1]+1) & total(var_x[_n-2]if year==year[_n-2]+2) ;

I have also tried:
bysort id year: egen var_3yrs = total(var_x) + total(var_x[_n-1]if year==year[_n-1]+1) + total(var_x[_n-2]if year==year[_n-2]+2) ;

And:
bysort id year: egen var_3yrs = total(var_x + var_x[_n-1]if year==year[_n-1]+1 + var_x[_n-2]if year==year[_n-2]+2) ;

Any help or input would be very much appreciated.

Thanks.
Erik.
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