Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: Panel Data Problem

From   "Nick Cox" <>
To   <>
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 


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. 

*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index