Re: st: Running Product Function

[Yuval Arbel <yuval.arbel@gmail.com>]

I don't have negative values, but I have zeros, in which case I can
replace them by one and then take the -ln()-

On Sun, Dec 9, 2012 at 11:31 PM, Nick Cox <njcoxstata@gmail.com> wrote:
> Oddly enough I was thinking earlier today about how you would
> generalise this if any values were not positive.
>
> If any value is zero, then the product becomes zero; otherwise one
> would need to separate out products of -abs()- and -sign()-.
>
> Nick
>
> On Sun, Dec 9, 2012 at 9:19 PM, Yuval Arbel <yuval.arbel@gmail.com> wrote:
>
>> Please ignore my previous e-mails regarding this question
>>
>> After a short additional search, I found a very nice (and well known)
>> trick proposed by Nick Cox to address the problem (which, from some
>> reason did not come to my mind):
>>
>> bysort group : gen prod = sum(ln(x))
>> by group : replace prod = exp(prod[_N])
>>
>> On Sun, Dec 9, 2012 at 11:05 PM, Yuval Arbel <yuval.arbel@gmail.com> wrote:
>>> P.S. According to stata's help, the details of the author of the
>>> -prod()- function is:
>>>
>>> Philip Ryan
>>> Department of Public Health
>>> University of Adelaide
>>> South Australia
>>> pryan@medicine.adelaide.edu.au
>
>
> On Sun, Dec 9, 2012 at 10:53 PM, Yuval Arbel <yuval.arbel@gmail.com> wrote:
>
>>>> I appreciate very much your assistance in the following question:,
>>>>
>>>> I'm looking for an equivalent function for -gen y1=sum()- which will
>>>> calculate running product for each point in time
>>>>
>>>> In fact, what I would like to calculate is a running geometric mean
>>>>
>>>> Note also that -gen y2=prod()- does not work (i.e., stata does not
>>>> identify the function). Only -egen y2=prod()- works, but it generates
>>>> only one product for each panel, and this is not what I need.
>>>>
>>>> Finally, I tried the -amean- command,, but it simply gives summary
>>>> statistics of different means, and it is not a function..
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-- 
Dr. Yuval Arbel
School of Business
Carmel Academic Center
4 Shaar Palmer Street,
Haifa 33031, Israel
e-mail1: yuval.arbel@carmel.ac.il
e-mail2: yuval.arbel@gmail.com
*
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