<>
"-egen, ma()- is no longer documented. It is no longer the best way to do
even moving averages."
Weirdly enough, Hamilton (2009) -http://www.stata.com/bookstore/sws.html-
still advertises it on page 366.
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Nick Cox
Gesendet: Montag, 17. August 2009 21:43
An: [email protected]
Betreff: st: Re: egen(more) panel data MA by group/year
-egen, ma()- is no longer documented. It is no longer the best way to do
even moving averages. In fact, since in conception it long predates
-tsset-, -xtset- or panel data it is a very dangerous way to do it
unless you know exactly what you are doing (i.e. have inspected the
source code and verified that it does what you want).
Moreover, the -ma()- function does not support -by()-, as you state.
I am confident that no Stata command or function inside or outside of
-egen- supports the last syntax -by(ethnicity)&(year)-. The syntax would
be -by(ethnicity year)-, if it were supported, or -by ethnicity
year:-,ditto.
I am not clear that you really want a moving average. Your problem
sounds just like one for -egen, mean()-.
Check out -tssmooth- for moving averages, or -egen, filter()- from
-egenmore- on SSC.
Nick
[email protected]
Steven Archambault
I am trying to get a moving average for a group of observations, per
year, in my panel data. The data observations are individuals, each
with an ethnicity. I want to get the yearly average income of those
individuals by ethnicity.
Essentially, I am trying to do this:
egen inc_avg = ma(income), by(ethnicity)
Stata does not seem to allow -by- for -ma-
I also tried
egen inc_avg = ma(income), by(ethnicity) & (year)
Stata doesn't allow & in this context.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
