AW: st: Use egen command with time series operator

["Klepsch, Catharina" <klepsch@bwl.lmu.de>]

Hi Marteen, 
thank's for your response. I think I found a way to solve that. In fact I used the "tsrevar" command to generate a temporary variable for time-series operated variables. I can then use this tempvar for my egen command. I did it like this:

	local meanvars = ""
	tsrevar `xvar'
	display "`r(varlist)'"
		local xvar_new `r(varlist)'
		
		foreach x of varlist `xvar_new' {
		tempvar mean`x'

		bys `panelvar':  egen `mean`x'' = mean(`x') 
		label var `mean`x'' "mean_`x'"
		local meanvars `meanvars' `mean`x''
		}
		
Catharina

@ Prakash: Thank's for your comment but I agree with Nick, your advice is not useful for my problem. 

-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Nick Cox
Gesendet: Donnerstag, 28. November 2013 11:22
An: statalist@hsphsun2.harvard.edu
Betreff: Re: st: Use egen command with time series operator

Sorry, but I doubt that this advice from Prakash Singh can be taken at face value.

First off, if you create the lagged variable first, why ask Stata to do the calculation again through the lag operator?

More fundamentally, there is no reason to suppose that a reference to
l.x1 should not work unless the same values exist elsewhere as a previously created variable. Stata has, to my knowledge, precisely no way of even knowing that, and it makes no sense any way.

I think there is some confusion here, perhaps just in what Prakash typed.

Nick
njcoxstata@gmail.com


On 28 November 2013 09:56, Prakash Singh <prakashbhu@gmail.com> wrote:
> Dear Catharina
> I just checked with dummy data and realized that you need to generate 
> the lagged variable first and then the syntex (egen mean_x1 = 
> mean(l.x1), by(ID YEAR)) will work fine.
>
> Prakash
>
> On Thu, Nov 28, 2013 at 2:38 PM, Klepsch, Catharina <klepsch@bwl.lmu.de> wrote:
>> Dear Prakash,
>>
>> thank's for the advice, but this doesn't work, too.
>>
>> Any other ideas?
>>
>> -----Ursprüngliche Nachricht-----
>> Von: owner-statalist@hsphsun2.harvard.edu 
>> [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Prakash 
>> Singh
>> Gesendet: Donnerstag, 28. November 2013 10:04
>> An: statalist
>> Betreff: Re: st: Use egen command with time series operator
>>
>> Dear Catharina
>> try this
>> egen mean_x1 = mean(l.x1), by(ID YEAR)
>>
>> Hope it helps you.
>>
>> Prakash
>>
>> On Thu, Nov 28, 2013 at 1:33 PM, Klepsch, Catharina <klepsch@bwl.lmu.de> wrote:
>>> Dear Stata Users,
>>>
>>> I was wondering whether it is possible to use the egen command with time series operators.
>>> For example, I tried to generate the mean value for a lagged variable and used:
>>>
>>> sort ID YEAR
>>> egen mean_x1 = mean(l.x1)
>>>
>>> Unfortunately, there occurs an error message which states:
>>> not sorted r(5)
>>>
>>> I'm not quite sure why this happens, because I sorted the data before. Even if I type:
>>> bys ID YEAR: egen mean_x1 = mean(l.x1)
>>>
>>> the same error message occurs.
>>>
>>> Any ideas how I can fix that? Please consider that it is not reasonable for my programming to first generate the lag/lead and then generate the mean.
>>>
>>> Thank's for any help.
>>> Catharina
>>>
>>>
>>>
>>>
>>>
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