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| From | Yuval Arbel <yuval.arbel@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Running Product Function |
| Date | Mon, 10 Dec 2012 00:25:03 +0200 |
Thanks Nick. That was very helpful. On Mon, Dec 10, 2012 at 12:14 AM, Yuval Arbel <yuval.arbel@gmail.com> wrote: > Note also that the geometric mean of this series is 25. This implies > that while the arithmetic mean gives more weight to earlier periods, > the geometric mean gives more weight to latter periods.: > > ameans(reduct_per)if appt==2862 > > Variable | Type Obs Mean [95% Conf. Interval] > -------------+---------------------------------------------------------- > reduct_per | Arithmetic 37 8.108108 4.152295 12.06392 > | Geometric 12 25 25 25 > | Harmonic 12 25 25 25 > ------------------------------------------------------------------------ > > > > On Mon, Dec 10, 2012 at 12:06 AM, Yuval Arbel <yuval.arbel@gmail.com> wrote: >> Eventually, I improved the system and put:the following commands: >> >> by appt: replace reduct_per=1 if reduct_per==0 >> by appt: gen y1=exp(sum(ln(reduct_per))) >> >> I got the following table, which is exactly what I need (I don't want >> the geometric mean to be set to zero): >> >> . list reduct_per y3 if appt==2862 >> >> +---------------------+ >> | reduct~r y3 | >> |---------------------| >> 30. | 1 1 | >> 31. | 1 1 | >> 32. | 1 1 | >> 33. | 1 1 | >> 34. | 1 1 | >> |---------------------| >> 35. | 1 1 | >> 36. | 1 1 | >> 37. | 1 1 | >> 38. | 1 1 | >> 39. | 1 1 | >> |---------------------| >> 40. | 1 1 | >> 41. | 1 1 | >> 42. | 1 1 | >> 43. | 1 1 | >> 44. | 1 1 | >> |---------------------| >> 45. | 1 1 | >> 46. | 1 1 | >> 47. | 1 1 | >> 48. | 1 1 | >> 49. | 1 1 | >> |---------------------| >> 50. | 1 1 | >> 51. | 1 1 | >> 52. | 1 1 | >> 53. | 1 1 | >> 54. | 1 1 | >> |---------------------| >> 55. | 25 25 | >> 56. | 25 625 | >> 57. | 25 15625 | >> 58. | 25 390625 | >> 59. | 25 9765625 | >> |---------------------| >> 60. | 25 2.44e+08 | >> 61. | 25 6.10e+09 | >> 62. | 25 1.53e+11 | >> 63. | 25 3.81e+12 | >> 64. | 25 9.54e+13 | >> |---------------------| >> 65. | 25 2.38e+15 | >> 66. | 25 5.96e+16 | >> +---------------------+ >> >> >> On Sun, Dec 9, 2012 at 11:56 PM, Nick Cox <njcoxstata@gmail.com> wrote: >>> That is reasonable if and only if zero is in effect a code for missing >>> in your situation. >>> >>> (In terms of your earlier reference, -prod()- is a user-written -egen- >>> function which must be installed from >>> >>> 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 >>> >>> Please remember to explain _where_ you obtained user-written code.) >>> >>> Nick >>> >>> On Sun, Dec 9, 2012 at 9:40 PM, Yuval Arbel <yuval.arbel@gmail.com> wrote: >>>> I don't have negative values, but I have zeros, in which case I can >>>> replace them by one and then take the -ln()- >>>> >>>> On Sun, Dec 9, 2012 at 11:31 PM, Nick Cox <njcoxstata@gmail.com> wrote: >>>>> Oddly enough I was thinking earlier today about how you would >>>>> generalise this if any values were not positive. >>>>> >>>>> If any value is zero, then the product becomes zero; otherwise one >>>>> would need to separate out products of -abs()- and -sign()-. >>>>> >>>>> Nick >>>>> >>>>> On Sun, Dec 9, 2012 at 9:19 PM, Yuval Arbel <yuval.arbel@gmail.com> wrote: >>>>> >>>>>> Please ignore my previous e-mails regarding this question >>>>>> >>>>>> After a short additional search, I found a very nice (and well known) >>>>>> trick proposed by Nick Cox to address the problem (which, from some >>>>>> reason did not come to my mind): >>>>>> >>>>>> bysort group : gen prod = sum(ln(x)) >>>>>> by group : replace prod = exp(prod[_N]) >>>>>> >>>>>> On Sun, Dec 9, 2012 at 11:05 PM, Yuval Arbel <yuval.arbel@gmail.com> wrote: >>>>>>> P.S. According to stata's help, the details of the author of the >>>>>>> -prod()- function is: >>>>>>> >>>>>>> Philip Ryan >>>>>>> Department of Public Health >>>>>>> University of Adelaide >>>>>>> South Australia >>>>>>> pryan@medicine.adelaide.edu.au >>>>> >>>>> >>>>> On Sun, Dec 9, 2012 at 10:53 PM, Yuval Arbel <yuval.arbel@gmail.com> wrote: >>>>> >>>>>>>> I appreciate very much your assistance in the following question:, >>>>>>>> >>>>>>>> I'm looking for an equivalent function for -gen y1=sum()- which will >>>>>>>> calculate running product for each point in time >>>>>>>> >>>>>>>> In fact, what I would like to calculate is a running geometric mean >>>>>>>> >>>>>>>> Note also that -gen y2=prod()- does not work (i.e., stata does not >>>>>>>> identify the function). Only -egen y2=prod()- works, but it generates >>>>>>>> only one product for each panel, and this is not what I need. >>>>>>>> >>>>>>>> Finally, I tried the -amean- command,, but it simply gives summary >>>>>>>> statistics of different means, and it is not a function.. >>> * >>> * For searches and help try: >>> * http://www.stata.com/help.cgi?search >>> * http://www.stata.com/support/faqs/resources/statalist-faq/ >>> * http://www.ats.ucla.edu/stat/stata/ >> >> >> >> -- >> Dr. Yuval Arbel >> School of Business >> Carmel Academic Center >> 4 Shaar Palmer Street, >> Haifa 33031, Israel >> e-mail1: yuval.arbel@carmel.ac.il >> e-mail2: yuval.arbel@gmail.com > > > > -- > Dr. Yuval Arbel > School of Business > Carmel Academic Center > 4 Shaar Palmer Street, > Haifa 33031, Israel > e-mail1: yuval.arbel@carmel.ac.il > e-mail2: yuval.arbel@gmail.com -- Dr. Yuval Arbel School of Business Carmel Academic Center 4 Shaar Palmer Street, Haifa 33031, Israel e-mail1: yuval.arbel@carmel.ac.il e-mail2: yuval.arbel@gmail.com * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/