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Re: st: calculate the standard deviation for a list of lagged values
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: calculate the standard deviation for a list of lagged values
Date
Wed, 15 Jan 2014 10:59:02 +0000
<>
The help for -egen- is explicit:
"Explicit subscripting (using _N and _n), which is commonly used with
generate, should not be used with egen"
-mvsumm- (SSC) should help. You need to -tsset- or -xtset- your data
first. For that you need a numeric panel identifier.
By the way, note that -egen-'s -std()- function does not, in any
event, calculate the standard deviation. That is what -sd()- does.
Nick
[email protected]
On 15 January 2014 03:37, Larry Sen <[email protected]> wrote:
> I have a dataset about the firm's sales values in each year. The
> structure of my dataset looks like this:
>
> YEAR FIRM_ID SALES
> 1975 01 100
> 1976 01 200
> 1977 01 120
> 1978 01 130
> 1977 02 130
> 1978 02 150
> 1979 02 160
> 1980 02 180
> 1972 03 110
> 1973 03 130
> 1974 03 120
> 1975 03 190
>
>
> For each observation, I want to calculate the stand deviation of the
> sales using the previous ten years sales number. How can I do that?
>
> I tried to use by firm_id: eegen sales_sd=std(sales) in[_n-11]/[_n-1]
>
> But its not working :(.
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