calculate Z-score for banks (panel data)

[sad Abu alim]

Hi,
I need help with calculating Z-score for banks: (capital+(ROE/assets))/s.d(ROE). i need to calculate the s.d on 1, 2, 3 rolling windows.
i have annual panel data extended period 2002-2019. but i actually need to calculate Z-score from 2010-2019.

Thank you

[Phil Bromiley]

Welcome to Stata list. You will increase your chances of useful answer by following the FAQ on asking questions-provide Stata code in code delimiters, readable Stata output, and sample data using dataex. It is not clear from your posting whether this is really a research project or a class assignment. If it is a class assignment, please do not submit questions to Stata list. We're here to help researchers not to do people's homework.

You may want to look at rangestat or statsby to do your basic means and standard deviations, and then use generate to generate your actual Z scores.

[sad Abu alim]

hi phil,
this is actually what i need to do for PhD research (own work). I did not know where to start with calculating (codes) SD for ROA for different rolling windows. i will try to supply the codes and delimiters next time.
i did check rangestat command and it seems that it worked.
thanks for the replay.