Typo time:
bys id (yr): g sc=sqrt((c^2+l.c^2+l2.c^2)/3-((c+l.c+l.c)/3)^2)
should presumably be
bys id (yr): g sc=sqrt((c^2+l.c^2+l2.c^2)/3-((c+l.c+l2.c)/3)^2)
Caveat lector!
Nick
[email protected]
Austin Nichols
> webuse grunfeld, clear
> ren com id
> ren year yr
> tsset id yr
> g c=d.mval
> la var c "Change in mvalue"
> bys id (yr): g sc=sqrt((c^2+l.c^2+l2.c^2)/3-((c+l.c+l.c)/3)^2)
> * Optional correction (pop sd vs sample sd):
> replace sc=sqrt(3/2)*sc
> la var sc "SD of change in mvalue over prior 3 yrs"
>
> and see -help tsvarlist- for more.
>
> On 10/10/07, [email protected] <[email protected]> wrote:
> > Hi,
> >
> > I know this should be simple but I just don't know what
> commands I have to type in order to get Stata 9.2 to run a
> moving 'standard deviation' for one variable of my panel
> (2892 companies, years: 1995:2005). Basically, the new
> variable should be measured as the standard deviation of the
> change in 'earnings' over a three-year period. I wish to
> measure the changes from year t-3 until year t. Whenever
> (randomly, for some years) there are no data available, no
> standard deviation is computed. That's all.
*
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