st: averaging previous observations in panel data with missing observations

[Mike McDonald <mimcdonald03@gmail.com>]

Hi Statalisters:

I have panel data across countries for each year 1960-2010. For each
country/year, I want to create a variable, y_avg, that is the average
of that variable over the past 10 years. I know I can do this manually
like this:

gen y_avg = (L1.x + L2.x + ... + L10.x) / 10

The problem is that there is missing data all over the place, so this
breaks down for any 10-year period with missing observations.

I have seen some other suggestions in searching the statalist archive
-- for instance using egen with filter() -- but it is not clear to me
that any of these ideas overcome the missing data problem.

Can anyone suggest an easy way to accomplish what I want, ignoring
missing observations in each average?

Thanks!

Mike McDonald
University of Maryland
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