Re: st: Use egen command with time series operator

[Maarten Buis <maartenlbuis@gmail.com>]

On Thu, Nov 28, 2013 at 9:03 AM, Klepsch, Catharina <klepsch@bwl.lmu.de> wrote:
> 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.

Many of the -egen- commands sort the data internally, thus overwriting
your sort prior to calling the -egen- command. This is also true for
the -mean()- egen command, as you can see when typing -viewsource
_gmean.ado-. This is why the help-file of -egen- contains the warning:
"Explicit subscripting (using _N and _n), which is commonly used with
generate, should not be used with egen". So you cannot do what you
want with the -egen- command. However, if you look at the source code
of the mean() egen-command (the -viewsource- command mentioned above),
you can see tricks on how to compute this from first principle.

Hope this helps,
Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------
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