Dear Statalist Users,
I have a new problem related to the dataset I presented in my original
email (see below).
For each observation in the dataset, I would like to calculate the
mean of variable x for the same company_no on a rolling prior 90 day
basis.
The extra complexity arises by the fact that there may be more than
one observations of variable x for the same investor_id for a given
company_no.
I would only like to include the last observation per investor_id for
a given company_no in the calculation of the mean.
I would appreciate any suggestions on how to solve this problem.
Thanks,
Marietta
>
>> Marietta Jones
>>
>> I have the following dataset:
>>
>> Company_no Date Investor_id
>> 1 03/01/2000 1
>> 1 04/09/2000 1
>> 1 12/12/2001 2
>> 2 13/12/2000 4
>> 2 07/08/2001 7
>> 3 09/08/2000 4
>> 3 19/03/2001 4
>> 3 02/05/2001 5
>> 3 03/12/2001 6
>>
>>
>> For each observation, I would like to calculate the number of distinct
>> investors owning shares in a given company in the previous 12 months.
>> The new variable (No_investors_past_12_months) will look as follows:
>>
>> Company_no Date Investor_id No_investors_past_12_months
>> 1 03/01/2000 1 1
>> 1 04/09/2000 1 1
>> 1 12/12/2001 2 1
>> 2 13/12/2000 4 1
>> 2 07/08/2001 7 2
>> 3 09/08/2000 4 1
>> 3 19/03/2001 4 1
>> 3 02/05/2001 5 2
>> 3 03/12/2001 6 3
>>
>> For example, for company 2 on 07/08/2001 there are two investors who
>> have owned shares of this company within the past 12 months.
>>
>> The idea is that the same investor should be counted only once and we
>> should count all observations over the past 12 months, including the
>> current observation date. If there are no observations over the past
>> 12 months, the value of the new variable should equal 1.
>
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