KRISTIEN VERHEYEN
> I have a survival-time dataset with daily observations per
> subject. One of
> the (numeric) variables represents daily exercise distance.
> I now want to
> create a new variable that represents the sum of exercise
> distance in the
> previous week (or 7 days). It sounds similar to the 'moving
> average' option
> for egen but there doesn't seem to be a 'moving sum'
> option.
This is a linear filter with weights 1 1 1 1 1 1 1.
Alternatively, it is a just an equally-weighted moving
average, multiplied by 7. Note, however, that -- strange
though it may seem -- -egen, ma()- is a fairly poor
way of calculating moving averages, and has long since
been superseded by more flexible commands:
1. Given an expression, -egen, ma()- creates a #-period moving
average of that expression. By default, # is taken as 3.
# must be odd (not a problem is this case).
2. -egen, ma()- may not be combined with -by varlist:-,
and for that reason alone it is not applicable to panel data.
3. In any case, it stands outside the set of commands
specifically written for time series.
4. -egen, ma()- does not support unequal weights (not
a problem in this case).
Alternative approaches:
First, -tsset- your data if not done already.
Stata 7 or Stata 8
==================
The -egen- function -filter()- is in the user-written
package -egenmore- on SSC.
Thus
. ssc inst egenmore
. whelp egenmore
. egen movsumm = filter(exercise_distance), c(1 1 1 1 1 1 1)
lags(1/7)
Stata 8
=======
-tssmooth ma- doesn't seem to allow general linear
filters, but in this case you have a choice:
either
. tssmooth ma movsumm = exercise_distance, we(1 1 1 1 1 1 1 <0>)
or
. tssmooth ma movsumm = exercise_distance, w(7)
In both cases,
. replace movsumm = movsumm * 7
The two differ in how far they fill in stuff at the beginning
of the series. In the case of -egen, filter()- this is
explained at
http://www.stata.com/support/faqs/stat/moving.html
Nick
[email protected]
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