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Re: st: Doing something an observation-specific number of times


From   robert hartman <[email protected]>
To   [email protected]
Subject   Re: st: Doing something an observation-specific number of times
Date   Tue, 28 Aug 2012 14:03:59 -0400

Thanks for the pointers, Maarten and Austin.

I don't believe this is a geometric series, since the ratio of
consecutive terms is not constant. But I may just be missing it.

Maarten, the data sets can get well into the tens and perhaps hundreds
of thousands. Code like what you've provided looks promising, though
you are probably right that there is no computational free lunch.

On Tue, Aug 28, 2012 at 1:39 PM, Maarten Buis <[email protected]> wrote:
> On Tue, Aug 28, 2012 at 6:45 PM, robert hartman wrote:
>> Imagine that observation 1 has v1 and v2 values of .41 and 78,
>> respectively.  <snip>  For example, for observation 1, the new obs 1 v3
>> value=((1+(.41^1))/2) + ((1+(.41^2))/2) ...((1+(.41^77))/2) +
>> ((1+(.41^78))/2).
>>
>> I have begun to think of some klugy ways of doing this via looping or
>> even the expand command.
>
> Depending on the number of observations in your original dataset the
> -expand- route may be the easiest. If the number of observations is
> large than this strategy may be infeasible due to memory limitations.
> When it comes to efficiency, you need to make the tradeoff between the
> amount of time you need to write the more fancy code (and the effort
> you will need to understand it again after some time...) against the
> time you safe because it runs quicker. Often the balance will be
> against the more fancy solutions(*).
>
> *---------------- begin example ---------------
> // create some example data
> clear
> input v1 v2
> .41 78
> .23 50
> end
>
> // we need to keep track on who is who before
> // expanding
> gen id = _n
>
> // create v2 rows per observation
> expand v2
>
> // create the appropriate exponent
> bys id : gen expo = _n
>
> // create the basic component of the computation
> gen double value = (1+v1^expo)/2
>
> // sum() returns a running sum
> by id : replace value = sum(value)
>
> // the final sum is the last of the running sum
> bys id (expo) : replace value = value[_N]
>
> //get rid of things that are no longer needed
> drop expo
> by id : keep if _n == 1
> drop id
>
> // see the result
> list
> *----------------- end example ----------------
> (For more on examples I sent to the Statalist see:
>  http://www.maartenbuis.nl/example_faq )
>
> Hope this helps,
> Maarten
>
> (*) This of course ignores the pure joy you will get from figuring out
> the fancy solution, but we are not payed to enjoy ourselves!
>
> ---------------------------------
> Maarten L. Buis
> WZB
> Reichpietschufer 50
> 10785 Berlin
> Germany
>
> http://www.maartenbuis.nl
> ---------------------------------
> *
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