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Re: st: Mean calculation under consideration of different dates
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: Mean calculation under consideration of different dates
Date
Thu, 6 Jan 2011 18:58:34 +0000
Check out
SJ-7-3 pr0033 . . . . . . . . . . . . . . Stata tip 51: Events in intervals
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . N. J. Cox
Q3/07 SJ 7(3):440--443 (no commands)
tip for counting or summarizing irregularly spaced
events in intervals
<http://www.stata-journal.com/sjpdf.html?articlenum=pr0033>
On Thu, Jan 6, 2011 at 6:43 PM, <[email protected]> wrote:
> I've got a large dataset that includes forecasts of growth rates for
> different periods reported by different analysts at different dates. I
> already sorted the data to make sure that the analysts forecasts refer to
> the same firm and the same date.
> In anext step the mean of the analysts growth rate forecasts should be
> calculated under the assumption that only those forecasts should be taken
> into account that were issued maximum 90 days prior to the forecast of a
> certain analyst.
> analyst est date forecast mean
> 11 15.Feb 2010 0,3 0,225
> 22 08.Jan 2010 0,2 0,3
> 33 01.Jan 2010 0,25
> 44 01.Nov 2009 0,35
>
> The mean calculation for analyst 11 for example consists of the forecasts of
> analyst 22 and analyst 33 to be in line with the maximum 90 days assumption.
> In addition the analysts own forecast should not be considered when
> calculating the mean but I guess Stata does it automatically.
> Any hints or tips are warmly welcomed.
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