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Re: st: Panel data - Foreach-Collapse commands
From
Sadia Khalid <[email protected]>
To
[email protected]
Subject
Re: st: Panel data - Foreach-Collapse commands
Date
Wed, 15 Jan 2014 08:47:13 +0500
firstly I want to calculate the the 3 Year Moving Sd of variables (Y
and X). like SD of (1,2,3)
first three obs and than SD of (2,3,4 )th obs ans so on.
than i have to take the average of these variables by country
variables, to collapse them to a single number for each country.
Regards
Sadia Khalid
On 15 January 2014 08:26, Nick Cox <[email protected]> wrote:
> Your -collapse- ignores your SD results. Otherwise I stand by my
> earlier comments. I have difficulties writing code when the aim seems
> ill-judged.
> Nick
> [email protected]
>
>
> On 15 January 2014 03:14, Sadia Khalid <[email protected]> wrote:
>> Yes I want is
>> collapsing on one variable , saving, reopening the original, collapsing...,
>>
>> I have got the program to do but i cannot modify this to my situtation.
>>
>> the link to the code is
>> http://www.urch.com/forums/phd-economics/125348-stata-repeated-collapse.html
>>
>> yes i want to calculate the 3 Year Moving Sd. like SD of (1,2,3)
>> first three obs and than SD of (2,3,4 )th obs ans so on.
>> Regards
>> Sadia Khalid
>>
>>
>> On 15 January 2014 01:39, Nick Cox <[email protected]> wrote:
>>> Too many questions (at least for me to want to answer)! I'll peel off
>>> the first.
>>>
>>> Once you -collapse- the first time round your loop, -kstock- has
>>> disappeared from your dataset. That's what -collapse- does: reduce
>>> your dataset to a new one. But the -collapse- is (arguably) illogical.
>>> Moving standard deviations are unique to each observation. A mean
>>> moving SD could be calculated, but it seems unlikely to be what you
>>> want. If it is really what you want, you need to read in the original
>>> data again. On the other hand, I want whether you really want a
>>> moving SD. The rest of your question seems to imply otherwise.
>>>
>>> General comment: Some Statalist members use MS Excel. Many don't in
>>> practice or won't on principle. It's not a good idea to imply that
>>> members are inclined to try and work out how to read your data into
>>> Stata from Excel.
>>>
>>> Nick
>>> [email protected]
>>>
>>> On 14 January 2014 20:18, Sadia Khalid [edited]
>>>
>>> I am working on panel data. I have to create the Rolling SD of Y
>>> variable which I am able to create with the help of -mvsumm- (SSC).
>>>
>>> The command for creating the 3 year moving SD is
>>>
>>> mvsumm y, stat(mean) win(3) gen(`var'3avg) end
>>>
>>> As I have to do 3 year moving SD for a number of variables I am trying
>>> to use -foreach- and these are the commands in my do file
>>>
>>> webuse grunfeld,clear
>>> xtset company year
>>> *** Code for calculating 3 Year moving SD**
>>>
>>> foreach var in invest kstock {
>>> mvsumm `var', stat(sd) win(3) gen(`var'3sd) end
>>> collapse `var' , by(company)
>>> }
>>>
>>> I get the following error message.
>>>
>>> “variable kstock not found”
>>>
>>> How can I overcome this?
>>>
>>> <big snip>
>>>
>>> *
>>> * For searches and help try:
>>> * http://www.stata.com/help.cgi?search
>>> * http://www.stata.com/support/faqs/resources/statalist-faq/
>>> * http://www.ats.ucla.edu/stat/stata/
>>
>> *
>> * For searches and help try:
>> * http://www.stata.com/help.cgi?search
>> * http://www.stata.com/support/faqs/resources/statalist-faq/
>> * http://www.ats.ucla.edu/stat/stata/
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/faqs/resources/statalist-faq/
> * http://www.ats.ucla.edu/stat/stata/
*
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