Nick,
This is very insightful. I don't understand, however, what the _n<12
does. Can you please clarify? I don't know why, for instance, if for a
country my -ratio- variable is not populated (all missing values) but
-program- does have 1s now and then, why -prev12- gets a missing value
when -program- = 1 but -next12- gets a 0 (when it should be missing,
too)?
Also, below you wrote:
> by country: replace next12 = . if pronext12 | _n < 12
This should be
by country: replace next12 = . if pronext12 > 0 | _n < 12
right?
Thanks again.
Adrian
> -----Original Message-----
> From: Nick Cox [mailto:[email protected]]
> Sent: Thursday, December 04, 2003 7:21 AM
> To: [email protected]
> Subject: st: No need for loops?
>
>
> I hope I don't get to regret making that assertion,
> which as said was about "most" cases. However, I didn't say
> that I would be able to spot such a solution
> myself!
>
> In this case, progress is indeed possible, bringing
> in also an idea from Michael Blasnik on getting
> the sum of the previous # observations, without
> any loops.
>
> The average of the previous 12 is the
> difference between two cumulative sums, divided
> by 12
>
> bysort country (date) :
> gen prev12 = (sum(ratio[_n-1]) - sum(ratio[_n-13])) / 12
>
> However, we only want that if -program- is equal to 1 or
> (presumably) it is in fact an average based on 12 measurements.
>
> by country : replace prev12 = . if program != 1 | _n < 12
>
> Looking ahead in time seems trickier until you see that
> we just need to reverse time (no science fiction or bizarre
> physics involved, just negation):
>
> gen ndate = -date
>
> Then everything is just the same, modulo _including_
> the month of a program,
>
> bysort country (ndate) :
> gen next12 = (sum(ratio) - sum(ratio[_n-12])) / 12
>
> except that we want to keep track of any program in the next
> 11 [sic] months. We just look out for a nonzero sum of -program-
>
> by country :
> gen pronext12 = sum(program[_n-1]) - sum(program[_n-12])
> by country: replace next12 = . if pronext12 | _n < 12
>
> I guess that Adrian's other variables are calculated
> by variations on this theme.
>
> sort country date
>
> Some things could be done differently if you have -tsset-
> the data. This code assumes no gaps within panels.
>
> The device of reversed time is exemplified further
> at
>
> http://www.stata.com/support/faqs/data/dropmiss.html
>
> http://www.stata.com/support/faqs/data/missing.html
>
> Nick
> [email protected]
>
> P.S. There is a quite different way to approach
> some of this using the program -tsspell- from SSC. In
> this you define a spell as starting with
> -program- being 1 and then block the subsequent
> months making use of a created variable _seq.
>
> de la Garza, Adrian
> > Sent: 04 December 2003 04:10
> > To: [email protected]
> > Subject: st: No need for loops?
> >
> >
> > I am trying to learn from Nick Cox's suggestion that no
> > loops are needed in most cases for data management.
> > However, I can't think of a way to do the following without a loop.
> >
> > I have the next database in panel format and I need to take
> > averages within countries when my dummy variable 'program'
> > indicates it. Basically, I need to generate a variable that
> > computes the 12-month average for the observations
> > immediatly prior to a 1 in 'program'.
> >
> > Take Brazil in 1983m3, when program = 1. I want my
> > generated variable, let's call it ratio_before, to get the
> > value of the 12-month average right before 1983m3, and put
> > this value in the same line where program = 1. I know this
> > average should be 0.00639.
> >
> > Then, I also want to take averages for the subsequent
> > 12-months (including the month when program = 1), for the
> > 12-month period after that, etc. These are always annual
> > (12-month) averages for the first year when the program is
> > implemented as indicated by the 1 in the dummy, then for
> > the 2nd year, for the 3rd year, etc., and we can call these
> > variables ratio_1y, ratio2y, ratio3y, ratio4y, and ratio5y.
> > All of these computed averages should go in the same line
> > where program = 1.
> >
> > The only thing is: I should stop taking the averages for
> > the subsequent years if a new program is implemented (i.e.,
> > if I find another 1 in my 'program' variable within the
> > period for the average computed).
> >
> > I would very much appreciate any insight on this dull data
> > management procedure.
> > Thanks.
> >
> > date country ratio program
> > 1982m1 bra 0.001943 0
> > 1982m2 bra 0.003863 0
>
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