Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
| From | "Fabian Schönenberger" <sch.f@gmx.ch> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: rollreg |
| Date | Tue, 01 May 2012 18:40:29 +0200 |
Dear Statalist In order to conduct moving standard deviations for the return on equity for my panel data I used the following command: rolling sd=r(sd), window(3) keep(cusip) clear: sum roe Data sample is quite large, ca. 250'000 yearly-observations, ca. 8'000 companies. Unfortunately, the command takes several hours to produce the output. Is there any other possibility to conduct moving standard deviations for unbalanced panel data? Many thanks in advance, Fabian -- NEU: FreePhone 3-fach-Flat mit kostenlosem Smartphone! Jetzt informieren: http://mobile.1und1.de/?ac=OM.PW.PW003K20328T7073a * * 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/