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RANGESTAT: Stata module to generate statistics using observations within range

Author

Listed:
  • Robert Picard
  • Nicholas J. Cox

    (Durham University)

  • Roberto Ferrer

Programming Language

Stata

Abstract

rangestat calculates statistics for each observation using all observations where a numeric key variable is within the low and high bounds defined for the current observation. For panel data and time-series, rangestat can generate statistics over a rolling window of time. In addition to its built-in statistics, rangestat can apply user-supplied Mata functions.

Suggested Citation

  • Robert Picard & Nicholas J. Cox & Roberto Ferrer, 2016. "RANGESTAT: Stata module to generate statistics using observations within range," Statistical Software Components S458161, Boston College Department of Economics, revised 11 May 2017.
    • Handle: RePEc:boc:bocode:s458161
    Note: This module should be installed from within Stata by typing "ssc install rangestat". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/r/rangestat.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/rangestat_run.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/rangestat.sthlp
    File Function: help file
    Download Restriction: no
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