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Re: st: Running Product Function
From
Yuval Arbel <[email protected]>
To
[email protected]
Subject
Re: st: Running Product Function
Date
Mon, 10 Dec 2012 00:06:03 +0200
Eventually, I improved the system and put:the following commands:
by appt: replace reduct_per=1 if reduct_per==0
by appt: gen y1=exp(sum(ln(reduct_per)))
I got the following table, which is exactly what I need (I don't want
the geometric mean to be set to zero):
. list reduct_per y3 if appt==2862
+---------------------+
| reduct~r y3 |
|---------------------|
30. | 1 1 |
31. | 1 1 |
32. | 1 1 |
33. | 1 1 |
34. | 1 1 |
|---------------------|
35. | 1 1 |
36. | 1 1 |
37. | 1 1 |
38. | 1 1 |
39. | 1 1 |
|---------------------|
40. | 1 1 |
41. | 1 1 |
42. | 1 1 |
43. | 1 1 |
44. | 1 1 |
|---------------------|
45. | 1 1 |
46. | 1 1 |
47. | 1 1 |
48. | 1 1 |
49. | 1 1 |
|---------------------|
50. | 1 1 |
51. | 1 1 |
52. | 1 1 |
53. | 1 1 |
54. | 1 1 |
|---------------------|
55. | 25 25 |
56. | 25 625 |
57. | 25 15625 |
58. | 25 390625 |
59. | 25 9765625 |
|---------------------|
60. | 25 2.44e+08 |
61. | 25 6.10e+09 |
62. | 25 1.53e+11 |
63. | 25 3.81e+12 |
64. | 25 9.54e+13 |
|---------------------|
65. | 25 2.38e+15 |
66. | 25 5.96e+16 |
+---------------------+
On Sun, Dec 9, 2012 at 11:56 PM, Nick Cox <[email protected]> wrote:
> That is reasonable if and only if zero is in effect a code for missing
> in your situation.
>
> (In terms of your earlier reference, -prod()- is a user-written -egen-
> function which must be installed from
>
> STB-51 dm71 . . . . . . . . . . . . Calculating the product of observations
> (help prod if installed) . . . . . . . . . . . . . . . . . . P. Ryan
> 9/99 pp.3--4; STB Reprints Vol 9, pp.45--48
> extension to egen for producing the product of observations
>
> Please remember to explain _where_ you obtained user-written code.)
>
> Nick
>
> On Sun, Dec 9, 2012 at 9:40 PM, Yuval Arbel <[email protected]> wrote:
>> 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 <[email protected]> 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 <[email protected]> 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 <[email protected]> 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
>>>>> [email protected]
>>>
>>>
>>> On Sun, Dec 9, 2012 at 10:53 PM, Yuval Arbel <[email protected]> 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..
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
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> * http://www.ats.ucla.edu/stat/stata/
--
Dr. Yuval Arbel
School of Business
Carmel Academic Center
4 Shaar Palmer Street,
Haifa 33031, Israel
e-mail1: [email protected]
e-mail2: [email protected]
*
* For searches and help try:
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* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/