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st: Foreach and collapse
From
Sadia Khalid <[email protected]>
To
[email protected]
Subject
st: Foreach and collapse
Date
Wed, 15 Jan 2014 16:58:34 +0500
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
the issue I am facing is that
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 y x {
global storelist = "${storelist} `var'"
mvsumm `var', stat(sd) win(3) gen(`var'3sd) end
collapse `var' , by(company)
}
Getting the following error message.
“variable x not found”
link of the data file
https://www.dropbox.com/s/29a31q104iw6an4/panel.xlsx
How I can over come this.
Regards
Sadia Khalid
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