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st: Panel Data Problem


From   Mazhar Islam <mail2mazhar@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Panel Data Problem
Date   Sun, 4 Sep 2005 08:04:59 -0700 (PDT)

I have a panel data of daily price of a commodity in
different locations of a city over 7 -year period.
Unfortunately about 40 % data is missing from both
right and left (dependent variable) side of the model.
How should I go about it? I tried Stata’s ipolate
command to fill up the missing observations but did
not help much. When I ran xtreg with random effect
option (re) a number of records are dropped. I want to
capture as many panels as I can. Any help is greatly
appreciated. 

Mazhar 


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