st: Re: how to create an average of previous observations

["Michael Blasnik" <michael.blasnik@verizon.net>]

How about

sort date
gen x_avg=sum(x[_n-1])/sum(x[_n-1]<.)
by date: replace x_avg=x_avg[1]


Michael Blasnik

----- Original Message ----- 
From: "Daniel Simon" <dhs29@cornell.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Wednesday, October 18, 2006 2:40 PM
Subject: st: how to create an average of previous observations



> Hi  - I have data on a variable, X, for a set of individuals. Each 
> observation also has the date that X was recorded. I want to create a new 
> variable, X_AVG, which is the mean value of X for all observations with a 
> date that precedes the date for the current observation. X_AVG would be a 
> moving average, that would incorporate all observations with earlier 
> dates.
>
> Example:
>
> Obs Date X X_AVG
> 1 1/1/2004 4 .
> 2 1/2/2004 3 4
> 3 1/4/2004 5 3.5
> 4 1/5/2004 2 4
> 5 1/8/2004 8 3.5
> 6 1/10/2004 5 4.4
> 7 1/10/2004 8 4.4
> 8 1/11/2004 3 5
>
> I want to know how to create X_AVG. And, in particular, is there a way to 
> deal with cases like observation 7, which has the same date as observation 
> 6. In that case, I would not want to use the value of X in observation 6 
> to create X_AVG for observation 7.
>
> I hope that this is clear enough. Thanks. Daniel
>
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