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Re: st: standard deviation around an event
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: standard deviation around an event
Date
Tue, 30 Jul 2013 12:29:20 +0100
There are various ways round this in Stata; I don't know about STATA.
This is quick to code and slow to run. Some other methods require more
code but would be faster. I tackled your first problem only.
gen sd = .
forval i = 1/`=_N' {
if shareissue[`i'] == 1 {
su earnings if firmid==firmid[`i'] & _n != `i' &
inrange(year, year[`i'] -4, year[`i'] + 4)
replace sd = r(sd) in `i'
}
}
See also
SJ-7-3 pr0033 . . . . . . . . . . . . . . Stata tip 51: Events in intervals
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . N. J. Cox
Q3/07 SJ 7(3):440--443 (no commands)
tip for counting or summarizing irregularly spaced
events in intervals
http://www.stata-journal.com/sjpdf.html?articlenum=pr0033
Nick
[email protected]
On 30 July 2013 12:09, Khieu, Hinh <[email protected]> wrote:
> I have a panel unbalanced data (firm ID, year, share issue year dummy, earnings). I need to calculate the standard deviation of earnings four years before share issue year and four years after share issue year. (I do not have the precise day and month of share issues; I only have year). I can certainly require my data have at least 9 consecutive observation years. That is, the standard deviation cannot include the year of the share issue. I do not know how to exclude that year from the standard deviation in STATA. Also, another problem is that sometimes firm can issue shares two or three years in a row. In this case, I need to use only the four years before the first issue and the four years after the last consecutive share issue to calculate the standard deviation of earnings.
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