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Re: st: Re: creating average over past three years within groups
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From |
"Martin Weiss" <[email protected]> |
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To |
<[email protected]> |
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Subject |
Re: st: Re: creating average over past three years within groups |
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Date |
Fri, 3 Oct 2008 15:34:50 +0200 |
Also make sure you check out -h rolling- which could facilitate your
operation...
HTH
Martin
_______________________
----- Original Message -----
From: "Fabian Brenner" <[email protected]>
To: <[email protected]>
Sent: Friday, October 03, 2008 3:04 PM
Subject: Re: st: Re: creating average over past three years within groups
Dear Martin:
your proposal will result in the 3-year-mean of means; but I want to get
the 3-year-mean of (yearly) medians (across observations). This is why I
cannot use meanonly; I would need "medianonly" for your solution, which
unfortunately doesn't exist.
Please correct me if I'm wrong.
This is why I want to do it like this, but I don't kow what is wrong
(Stata says: if not allowed r(101))
quietly forvalues k = 1/10 {
quietly forvalues y = 1974/2000 {
local median3 = oneyearmedian if year == `= `y' - 3' & industry == `k',
local median2 = oneyearmedian if year == `= `y' - 2' & industry == `k',
local median1 = oneyearmedian if year == `= `y' - 1' & industry == `k',
replace fiveyearmedian = (`median3' + `median2' + `median1' ) / 3 if year
== `y' & group == `k'
}
}
Hope someone could tell me..Thanks.
-------- Original-Nachricht --------
Datum: Fri, 3 Oct 2008 14:52:12 +0200
Von: "Martin Weiss" <[email protected]>
An: [email protected]
Betreff: Re: st: Re: creating average over past three years within groups
True, consecutive -summarize-s will overwrite the rclass results so you
have
to store the r(mean) them in -local-s. Apart from that, I do not know
what
is wrong with my proposal...
HTH
Martin
_______________________
----- Original Message -----
From: "Fabian Brenner" <[email protected]>
To: <[email protected]>
Sent: Friday, October 03, 2008 2:40 PM
Subject: Re: st: Re: creating average over past three years within groups
> Dear Martin,
>
> I don't know if I got what you mean, but as far as I know your proposal
> using -summarize, meanonly- would lead to the average (across the most
> recent three years) of the mean (across observations within each year).
>
> But I want to get the average (across the most recent three years) of
the
> median (across observations within each year), i.e.
> average1997=(median1997+median1996+median1995)/3
>
> Hope someone could help me.
> Fabian
>
>
> [I guess your proposal would look like the following:
> quietly forvalues k = 1/10 {
> quietly forvalues y = 1974/2000 {
> summarize age if year == `= `y' - 3' & group == `k', meanonly
> local median3 = r(mean)
> summarize roe if year == `= `y' - 2' & group == `k', meanonly
> local median2 = r(mean)
> summarize roe if year == `= `y' - 1' & industry == `k', meanonly
> replace fiveyearmedian = (`median3' + `median2' + r(mean1 ) / 3 if year
==
> `y' & group == `k'
> }
> }
>
>
>
> -------- Original-Nachricht --------
>> Datum: Fri, 3 Oct 2008 14:22:16 +0200
>> Von: "Martin Weiss" <[email protected]>
>> An: [email protected]
>> Betreff: st: Re: creating average over past three years within groups
>
>> Not sure what you are doing with all those -locals-. Just -summarize,
>> meanonly- with your -if- statements and type -ret li- afterwards.
>> There
>> you
>> will find the average as r(mean) to plug into your -replace-
>> operation.
>>
>> HTH
>
>> Martin
>> _______________________
>> ----- Original Message -----
>> From: "Fabian Brenner" <[email protected]>
>> To: <[email protected]>
>> Sent: Friday, October 03, 2008 2:17 PM
>> Subject: st: creating average over past three years within groups
>>
>>
>> > Dear all:
>> >
>> > I used -bysort year group : egen oneyearmedian = median(age)- to
create
>> > the median within each group (1-10) for each year (1974-2000).
>> >
>> > Now I want to get the three year average of the three median for
>> > each
>> > group for the most recent three years:
>> >
>> > generate threeyearaverage = .
>> > sort year group
>> >
>> > quietly forvalues k = 1/10 {
>> > quietly forvalues y = 1974/2000 {
>> > local median3 = oneyearmedian if year == `= `y' - 3' & industry ==
`k',
>> > local median2 = oneyearmedian if year == `= `y' - 2' & industry ==
`k',
>> > local median1 = oneyearmedian if year == `= `y' - 1' & industry ==
`k',
>> > replace fiveyearmedian = (`median3' + `median2' + `median1' ) / 3 if
>> year
>> > == `y' & group == `k'
>> > }
>> > }
>> >
>> > But stata always says: if not allowed r(101);
>> >
>> > What do I wrong? Hope someone can help me.
>> > Fabian Brenner
>> >
>> >
>> > --
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>>
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