st: Panel data - Foreach-Collapse commands

[Sadia Khalid <sadiakhalid234@gmail.com>]

I am working on panel data. I have to create the Rolling SD of Y variable.



Which I am able to create with the help of the  “ssc install mvsumm”



The command for creating the 3 year moving SD is



mvsumm y, stat(mean) win(3) gen(`var'3avg) end



Here I am facing a number of issue/problems



As I have to do 3 year moving SD for number of variables.



So I am trying to use foreach command



This is the commands in do file



webuse grunfeld,clear

xtset company year

*** Code for calculating 3 Year moving SD**

global storelist ""

foreach var in   invest kstock {

 global storelist = "${storelist} `var'"

mvsumm `var', stat(sd) win(3) gen(`var'3sd) end

collapse `var' , by(company)



}



Getting the following error message.



“variable kstock not found”



1)      How I can over come this.



Secondly I want to get the following  table



                        Full sample
1935-45                                   1946-54

Full sample                              1984-1995
          1996-2005                   2005-2009

All Countries   aveage rolling SD  of Y                     aveage
rolling SD  of Y                      aveage rolling SD  of Y
       aveage rolling SD  of Y

Asian               aveage rolling SD  of Y
aveage rolling SD  of Y                      aveage rolling SD  of Y
              aveage rolling SD  of Y

                        (for Europe & Central Asia countries only)
(for Europe & Central Asia countries only)    (for Europe & Central
Asia countries only)           (for Europe & Central Asia countries
only)



African            aveage rolling SD  of Y          aveage rolling SD
of Y          aveage rolling SD  of Y                      aveage
rolling SD  of Y

                        (for Sub-Saharan Africa countries only)
 (for Sub-Saharan Africa countries only)         (for Sub-Saharan
Africa countries only)    (for Sub-Saharan Africa countries only)





How I can do this. I have generate this variable for number of variables.







3)



Rolling SD of X is calculated for each country. and average of rolling
SD of X is taken for each country and this is ploted against average
of SD of Y to have a scatter diagram.



Average of SD of Y on y-axis and SD of X on x-axis to get a scatter
diagram for countries according to there income group i-e all counties
, high income countries , low income countries.



How this graph can be drawn



Link of the data file is

https://www.dropbox.com/s/29a31q104iw6an4/panel.xlsx



Regards

Sadia Khalid

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