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Re: st: egen command, multiplication
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: egen command, multiplication
Date
Tue, 30 Apr 2013 13:27:11 +0100
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
Nick
[email protected]
On 30 April 2013 13:12, Scott Merryman <[email protected]> wrote:
> bys Individual (Year):gen runningproduct = exp(sum(ln(Return)))
>
> Scott
>
>
> On Tue, Apr 30, 2013 at 7:00 AM, André Gyllenram
> <[email protected]> wrote:
>> Hello,
>>
>> I have a simple problem. For every individual I want to compute the return of their investment from the beginning of the investment until the end.
>>
>> My data looks like this
>>
>> Individual Year Reurn
>> 1 1 1,1
>> 1 2 1,2
>> 1 3 1,02
>> 1 4 1,08
>>
>> 2 1 1,3
>> 2 2 1,8
>> 2 3 1,7
>>
>> So in this example what i want to do is that i want to compute the total return for individual 1 and 2. For individual 1 I want to compute 1.1*1.2*1.02*1.08. And for individual 2 I want to compute 1.3*1.8*1.7. I have 270000 individuals.
>>
>> Can I do this in a simple way. I would be easy to use the egen command. But egen cannot be combined in this way. Or at least i don't know how.
>>
>> Kind regards
>> André
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