Re: st: Mean calculation under consideration of different dates

[shausen@smail.uni-koeln.de]

Hello list,
first many thanks to Nick for sending me the Stata Journal Tip.  
Nevertheless I still got some problems with telling Stata to calculate  
the mean for the whole dataset but apply the loop for different groups  
defined by two variables (company ticker and a date). Based on the tip  
I tried:

gen meanb= .
quietly forval i=1`/=_N'{
summarize forecast if inrange (estdats[`i']-estdats,1,90), meanonly
replace meanb= r(mean) in `i'
}

How can I tell Stata to differ between certain groups? Using bysort  
before the loop does not work but I guess I should include some  
"sort-command" within the loop anyway. Maybe a tag() or id=id[`i']?  
Any advice is appreciated.



Zitat von Nick Cox <njcoxstata@gmail.com>:

> 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,  <shausen@smail.uni-koeln.de> 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.
>
> *
> *   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/