RANGERUN: Stata module to run Stata commands on observations within range
Robert Picard and
Nicholas Cox
Statistical Software Components from Boston College Department of Economics
Abstract:
rangerun runs a user-supplied Stata program for each observation in the sample. At each pass, the data in memory is cleared and replaced with observations that fall within the interval bounds specified for the current observation. The user's program is run and results are collected from new variables left in memory when the program terminates without error. The interval may implement a rolling window, a recursive window, a reversed recursive window, or observation-specific windows.
Language: Stata
Requires: Stata version 11 and rangestat from SSC (q.v.)
Keywords: range; statistics; regression; statsby; rolling window; moving window; smoothing (search for similar items in EconPapers)
Date: 2017-06-10
Note: This module should be installed from within Stata by typing "ssc install rangerun". 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.
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http://fmwww.bc.edu/repec/bocode/r/rangerun.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rangerun_run.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rangerun.sthlp help file (text/plain)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458356
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