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Re: Re: st: Standard deviation for trailing x months


From   Nick Cox <[email protected]>
To   [email protected]
Subject   Re: Re: st: Standard deviation for trailing x months
Date   Tue, 29 Nov 2011 17:05:59 +0000

That sounds a very good idea. Forgetting my own offspring....

Nick

On Tue, Nov 29, 2011 at 5:02 PM, Christopher Baum <[email protected]> wrote:
> <>
> Nick suggested
>
> -egen- does not provide much support for this kind of problem. Try
> -rolling- with -summarize-.
>
> True, but -rolling- obnoxiously produces a separate dataset which must then be merged back to the original dataset. Try Cox and Baum's -mvsumm- on SSC, which is panel-savvy.
>
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