Re: st: Panel data - Foreach-Collapse commands

[Sadia Khalid <sadiakhalid234@gmail.com>]

Sir thanks for your reply.

I am not threwing away the moving SDs. I will use them later in the
regression analysis  . But Firstly I have to calculate the average of
this 3 year moving average by country , to draw a scatter graph.






On 15 January 2014 17:00, Nick Cox <njcoxstata@gmail.com> wrote:
> I havealready explained your immediate Stata problem in posts you
> include here, otherwise found at
>
> http://www.stata.com/statalist/archive/2014-01/msg00494.html
>
> and
>
> http://www.stata.com/statalist/archive/2014-01/msg00500.html
>
> Let me try again. Consider the following code
>
> webuse grunfeld, clear
> xtset company year
>
> foreach var in   invest kstock {
>      mvsumm `var', stat(sd) win(3) gen(`var'3sd) end
>      collapse `var' , by(company)
>      describe
> }
>
> I added the command -describe-. This is what it says first time around the loop.
>
> Contains data
>   obs:            10
>  vars:             2
>  size:           120 (99.9% of memory free)
> -------------------------------------------------------------------------------------
>               storage  display     value
> variable name   type   format      label      variable label
> -------------------------------------------------------------------------------------
> company         float  %9.0g
> invest          float  %9.0g                  (mean) invest
> -------------------------------------------------------------------------------------
> Sorted by:  company
>      Note:  dataset has changed since last saved
>
> In other words, there are only two variables in the dataset, -company-
> and -invest-. This is because of your -collapse-. You got what you
> asked for. -collapse- changes the existing dataset. Thus -kstock- has
> disappeared and, second time round the loop, you inevitably get the
> error reported.
>
> In addition, you generated moving SDs and then threw them away. This
> seems pointless.
>
> I imagine you really wanted to do something like this. Note that the
> repeated -collapse- is a bad idea, as it obliges you to read in the
> dataset again. So, don't -collapse- within the loop, but do it later.
>
> webuse grunfeld, clear
> xtset company year
>
> foreach var in invest kstock {
>      mvsumm `var', stat(sd) win(3) gen(`var'3sd) end
> }
>
> collapse *sd , by(company)
> describe
>
> All that said, what are you doing? The mean (over its history) of a
> moving SD of 3 values doesn't strike me as a well-defined property,
> regardless of whether you can find it used in the literature.
>
> I've left your other questions as much more than I want to try to handle.
>
> Nick
> njcoxstata@gmail.com
>
>
> On 15 January 2014 04:15, Sadia Khalid <sadiakhalid234@gmail.com> wrote:
>
>> There is no issue of calculating the moving SD of Y and X.
>>
>> but when i am going to collapse (SD of Y ans X), it is only
>> collpaseing the first varialbe, error for the second variable. how to
>> aviod this problem . by collapising the varialbes i want to a single
>> value for each country.
>>
>>
>>
>>
>> On 15 January 2014 08:47, Sadia Khalid <sadiakhalid234@gmail.com> wrote:
>>> firstly I want to calculate the  the 3 Year Moving Sd of variables (Y
>>> and X). like SD of (1,2,3)
>>> first three obs and than SD of (2,3,4 )th obs ans so on.
>>>
>>>
>>> than i have to take the average of these variables by country
>>> variables, to collapse them to a single number for each country.
>>>
>>> Regards
>>> Sadia Khalid
>>>
>>> On 15 January 2014 08:26, Nick Cox <njcoxstata@gmail.com> wrote:
>>>> Your -collapse- ignores your SD results.  Otherwise I stand by my
>>>> earlier comments. I have difficulties writing code when the aim seems
>>>> ill-judged.
>>>> Nick
>>>> njcoxstata@gmail.com
>>>>
>>>>
>>>> On 15 January 2014 03:14, Sadia Khalid <sadiakhalid234@gmail.com> wrote:
>>>>> Yes I want is
>>>>>  collapsing on one variable , saving, reopening the original, collapsing...,
>>>>>
>>>>> I have got the program to do but i cannot modify this to my situtation.
>>>>>
>>>>> the link to the code is
>>>>> http://www.urch.com/forums/phd-economics/125348-stata-repeated-collapse.html
>>>>>
>>>>> yes i want to calculate the 3 Year  Moving Sd. like SD of (1,2,3)
>>>>> first three obs and than SD of (2,3,4 )th obs ans so on.
>>>>>  Regards
>>>>> Sadia Khalid
>>>>>
>>>>>
>>>>> On 15 January 2014 01:39, Nick Cox <njcoxstata@gmail.com> wrote:
>>>>>> Too many questions (at least for me to want to answer)!  I'll peel off
>>>>>> the first.
>>>>>>
>>>>>> Once you -collapse- the first time round your loop, -kstock- has
>>>>>> disappeared from your dataset. That's what -collapse- does: reduce
>>>>>> your dataset to a new one. But the -collapse- is (arguably) illogical.
>>>>>> Moving standard deviations are unique to each observation. A mean
>>>>>> moving SD could be calculated, but it seems unlikely to be what you
>>>>>> want. If it is really what you want, you need to read in the original
>>>>>> data again.  On the other hand, I want whether you really want a
>>>>>> moving SD. The rest of your question seems to imply otherwise.
>>>>>>
>>>>>> General comment: Some Statalist members use MS Excel. Many don't in
>>>>>> practice or won't on principle.  It's not a good idea to imply that
>>>>>> members are inclined to try and work out how to read your data into
>>>>>> Stata from Excel.
>>>>>>
>>>>>> Nick
>>>>>> njcoxstata@gmail.com
>>>>>>
>>>>>> On 14 January 2014 20:18, Sadia Khalid [edited]
>>>>>>
>>>>>> 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 -mvsumm- (SSC).
>>>>>>
>>>>>> The command for creating the 3 year moving SD is
>>>>>>
>>>>>> mvsumm y, stat(mean) win(3) gen(`var'3avg) end
>>>>>>
>>>>>> As I have to do 3 year moving SD for a number of variables I am trying
>>>>>> to use -foreach- and these are the commands in my do file
>>>>>>
>>>>>> webuse grunfeld,clear
>>>>>> xtset company year
>>>>>>  *** Code for calculating 3 Year moving SD**
>>>>>>
>>>>>> foreach var in   invest kstock {
>>>>>>      mvsumm `var', stat(sd) win(3) gen(`var'3sd) end
>>>>>>      collapse `var' , by(company)
>>>>>> }
>>>>>>
>>>>>> I get the following error message.
>>>>>>
>>>>>>  “variable kstock not found”
>>>>>>
>>>>>> How can I overcome this?
>>>>>>
>>>>>> <big snip>
>
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