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Re: st: Use egen command with time series operator


From   Nick Cox <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: Use egen command with time series operator
Date   Thu, 28 Nov 2013 10:21:35 +0000

Sorry, but I doubt that this advice from Prakash Singh can be taken at
face value.

First off, if you create the lagged variable first, why ask Stata to
do the calculation again through the lag operator?

More fundamentally, there is no reason to suppose that a reference to
l.x1 should not work unless the same values exist elsewhere as a
previously created variable. Stata has, to my knowledge, precisely no
way of even knowing that, and it makes no sense any way.

I think there is some confusion here, perhaps just in what Prakash typed.

Nick
[email protected]


On 28 November 2013 09:56, Prakash Singh <[email protected]> wrote:
> Dear Catharina
> I just checked with dummy data and realized that you need to generate
> the lagged variable first and then the syntex (egen mean_x1 =
> mean(l.x1), by(ID YEAR)) will work fine.
>
> Prakash
>
> On Thu, Nov 28, 2013 at 2:38 PM, Klepsch, Catharina <[email protected]> wrote:
>> Dear Prakash,
>>
>> thank's for the advice, but this doesn't work, too.
>>
>> Any other ideas?
>>
>> -----Ursprüngliche Nachricht-----
>> Von: [email protected] [mailto:[email protected]] Im Auftrag von Prakash Singh
>> Gesendet: Donnerstag, 28. November 2013 10:04
>> An: statalist
>> Betreff: Re: st: Use egen command with time series operator
>>
>> Dear Catharina
>> try this
>> egen mean_x1 = mean(l.x1), by(ID YEAR)
>>
>> Hope it helps you.
>>
>> Prakash
>>
>> On Thu, Nov 28, 2013 at 1:33 PM, Klepsch, Catharina <[email protected]> wrote:
>>> Dear Stata Users,
>>>
>>> I was wondering whether it is possible to use the egen command with time series operators.
>>> For example, I tried to generate the mean value for a lagged variable and used:
>>>
>>> sort ID YEAR
>>> egen mean_x1 = mean(l.x1)
>>>
>>> Unfortunately, there occurs an error message which states:
>>> not sorted r(5)
>>>
>>> I'm not quite sure why this happens, because I sorted the data before. Even if I type:
>>> bys ID YEAR: egen mean_x1 = mean(l.x1)
>>>
>>> the same error message occurs.
>>>
>>> Any ideas how I can fix that? Please consider that it is not reasonable for my programming to first generate the lag/lead and then generate the mean.
>>>
>>> Thank's for any help.
>>> Catharina
>>>
>>>
>>>
>>>
>>>
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