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Re: st: RE: Loop for creating a sum of previous observations in an unbalanced panal data set
From
Kaspar Dardas <[email protected]>
To
[email protected]
Subject
Re: st: RE: Loop for creating a sum of previous observations in an unbalanced panal data set
Date
Tue, 21 Sep 2010 08:46:05 +0200
Thanks Eric, Kit and Nick,
indeed my data is not equally spaced.
Best,
Kaspar
2010/9/20 Nick Cox <[email protected]>:
> Eric Booth and Kit Baum made good suggestions.
>
> It's worth mentioning that the sum of recent values can often be evaluated as the difference between two cumulative sums. That is,
>
> Sum of recent values = Cumulative sum to present - Cumulative sum evaluated earlier
>
> This can make a loop quite unnecessary, even with panel data. Use -sum()- to create cumulative sums.
>
> This does require equally spaced data. Kaspar says his panel is unbalanced, but from his earlier posts, I also suspect that he does not have equal spacing.
>
> Nick
> [email protected]
>
> Kaspar Dardas
> =============
>
> I have an unbalanced panel dataset with about 50 Variables and 30000
> observations between 2003 - 2010 in long format.
> I need to create a running rum variable"3m_sum_variable" which
> aggregates a certain variable (lets call it) "value" 3 months into the
> past. In other words, the variable "3m_sum_variable" should be the sum
> of all "value" variables which occurred in the last 3 months relative
> (and including) to the current observation.
>
> I think I might create such a variable fairly easy with reshaping.
> However, since I have about 50 Variable I would rather work with my
> long format and create a loop which "goes back 3 months" into the past
> and aggregates the previous "value" variables. Does anybody know of a
> loop that can do this efficiently for an unbalanced panel datatset?
>
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>
--
Kaspar Dardas
Research Assistant
HCI Endowed Chair of Financial Services
EBS Universität für Wirtschaft und Recht i. Gr.
EBS Business School
Gustav-Stresemann-Ring 3
65189 Wiesbaden
GERMANY
Phone: +496990557616
[email protected]
www.ebs.edu
*
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/