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st: RE: Panel Data Problem


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Panel Data Problem
Date   Sun, 4 Sep 2005 16:12:06 +0100

You have a lot of missing data here. 
If -ipolate- helps little, it seems 
unlikely that any other method will 
help more.  

You might get marginal improvements 
by interpolating in log price, then 
exponentiating. That is, a zeroth 
approximation in most economies 
would be that prices are increasing 
multiplicatively. 

Nick 
n.j.cox@durham.ac.uk 

Mazhar Islam
 
> 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. 

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