[R] How to generate “aggregated” time lags?

[Faradj Koliev]

Dear all, 

I hope you’re enjoying your summer! 


I've been asked to "aggregate" my time lags from simple 1 year time lag to 1-3 year time lag. This could be done --I've been told --by simply taking the sum or mean of time lag 1,2, and 3. 

I need your help here. How can I generate this "aggregated" time lag variable? 

This is how far I've come:

First, my (example) logistic model: 

print( model<- lrm(Y~X+A2, data=mydata))

Second, I created time lags 1,2,3, for the covariate X in the model. 

mydata$lag1X <- Lag(mydata$X, +1) 
mydata$lag2X <- Lag(mydata$X, +2) 
mydata$lag3X <- Lag(mydata$X, +3) 
Not sure how to go further....How do I take the sum or mean of these lag variables? How to create ”aggregated” time lag 1-3? All suggestions are very welcome!

A reproducible example (with lagged variables included )

dput(mydata)
structure(list(Subject = structure(c(1L, 1L, 1L, 1L, 1L, 1L, 
2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 4L, 4L, 4L, 4L, 4L, 4L, 4L), .Label = c("A", 
"B", "C", "D"), class = "factor"), Year = c(1990L, 1991L, 1992L, 
1993L, 1994L, 1995L, 1990L, 1991L, 1992L, 1993L, 1991L, 1992L, 
1993L, 1994L, 1991L, 1992L, 1993L, 1994L, 1995L, 1996L, 1997L
), X = c(1L, 1L, 2L, 3L, 4L, 4L, 0L, 1L, 1L, 2L, 1L, 2L, 3L, 
3L, 1L, 2L, 3L, 4L, 5L, 5L, 6L), A1 = c(1L, 0L, 1L, 1L, 1L, 0L, 
0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 1L, 1L, 1L, 1L, 1L, 0L, 1L), 
    Y = c(0L, 0L, 0L, 1L, 0L, 0L, 0L, 0L, 0L, 1L, 0L, 0L, 0L, 
    0L, 0L, 0L, 0L, 0L, 0L, 1L, 0L), A2 = c(0L, 0L, 0L, 0L, 0L, 
    0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 1L, 1L, 1L, 1L, 1L, 0L, 
    0L), lag1X = c(NA, 1L, 1L, 2L, 3L, 4L, 4L, 0L, 1L, 1L, 2L, 
    1L, 2L, 3L, 3L, 1L, 2L, 3L, 4L, 5L, 5L), lag2X = c(NA, NA, 
    1L, 1L, 2L, 3L, 4L, 4L, 0L, 1L, 1L, 2L, 1L, 2L, 3L, 3L, 1L, 
    2L, 3L, 4L, 5L), lag3X = c(NA, NA, NA, 1L, 1L, 2L, 3L, 4L, 
    4L, 0L, 1L, 1L, 2L, 1L, 2L, 3L, 3L, 1L, 2L, 3L, 4L)), .Names = c("Subject", 
"Year", "X", "A1", "Y", "A2", "lag1X", "lag2X", "lag3X"), row.names = c(NA, 
-21L), class = "data.frame")


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