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

[PIKAL Petr]

Hi

see in line

> -----Original Message-----
> From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of Faradj
> Koliev
> Sent: Friday, July 15, 2016 1:19 AM
> To: r-help at r-project.org
> Subject: [R] How to generate “aggregated” time lags?
>
> 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!

Thanks for example, it helps to figure out your intention.

rowMeans(mydata[, 7:9], na.rm=T)
rowSums(mydata[, 7:9], na.rm=T)

You can also get the result also directly from X variable

rowSums(embed(c(rep(NA, 3),mydata$X),3), na.rm=T)[1:nrow(mydata)]

Cheers
Petr

>
> 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")
>
>
>       [[alternative HTML version deleted]]
>
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> and provide commented, minimal, self-contained, reproducible code.

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