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Re: st: Taking products in loops
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: Taking products in loops
Date
Tue, 27 Mar 2012 00:26:30 +0100
bysort event : gen double product = exp(sum(ln(return)))
In addition, or rather by way of multiplying solutions, did you remember to
. search product
before you posted? Among various false positives are some pertinent
reminders that others have had the same problem before you:
STB-60 dm87 . . . . . . . . . . Calculating the row product of observations
(help rprod if installed) . . . . . . . . . . . . . . . . . . P. Ryan
3/01 pp.3--4; STB Reprints Vol 10, pp.39--41
generates new variable whose values are the row product of
observations
STB-51 dm71 . . . . . . . . . . . . Calculating the product of observations
(help prod if installed) . . . . . . . . . . . . . . . . . . P. Ryan
9/99 pp.3--4; STB Reprints Vol 9, pp.45--48
extension to egen for producing the product of observations
Nick
On Mon, Mar 26, 2012 at 11:44 PM, Sandy Y. Zhu <[email protected]> wrote:
> I was just wondering if you would know how to take products in Stata.
>
> Here's how my data looks like:
>
> Event Return
> 1 1.1
> 1 1.01
> 1 0.99
> 1 1.23
> 1 1.1
> 1 1.34
> 1 0.88
> 2 0.99
> 2 0.87
> 2 1.1
> 2 1.004
> 3 1.02
> 3 1.09
> 3 0.98
> 3 0.98
> 3 1.09
> 3 1.09
> ..... ............
>
> For each event, I would like to multiply all the numbers under the
> column "return" for that event together. At the end of the program, I
> would like to output a column with all the "cumulative returns" for
> each event. Since each of my events containa different number of
> observations (or returns), I'm wondering if there's a command that can
> do that in Stata?
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