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re:Re: st: Standard deviation for trailing x months
From
Christopher Baum <[email protected]>
To
"[email protected]" <[email protected]>
Subject
re:Re: st: Standard deviation for trailing x months
Date
Tue, 29 Nov 2011 12:02:27 -0500
<>
Nick suggested
-egen- does not provide much support for this kind of problem. Try
-rolling- with -summarize-.
True, but -rolling- obnoxiously produces a separate dataset which must then be merged back to the original dataset. Try Cox and Baum's -mvsumm- on SSC, which is panel-savvy.
Kit
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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