# RE: st: Collapse & Missing Values

 From "Nick Cox" To Subject RE: st: Collapse & Missing Values Date Thu, 29 Sep 2005 01:54:08 +0100

bysort group : egen nonmiss = total(myvar < .)
by group: egen total = total(myvar)
replace total = . if nonmiss == 0
egen tag = tag(group)
corr <whatever> if tag

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

Eric G. Wruck

> Thank you Nick for your valiant effort to characterize the
> treatment of missings as a feature.  And thank you,
> Friedrich, for your work-around (& again to you Nick for your
> help on that too).
>
> Let me just try to explain why this wasn't a feature for me
> today.  Using the collapse statement, I was aggregating
> various amount fields by day.  There could be multiple (and
> usually were) transactions per day.  Once I had the
> aggregated amounts, I was interested in their correlations,
> especially the correlation of one amount with the lagged
> amount of another.  When I start introducing erroneous zero
> amounts, my correlations will not be unbiased, & certainly
> not correct.  In fact, the way I discovered this is that one
> colleague was computing the same correlations in SAS.  For
> some reason, I had more observations than he.  I now know
> that my "extra" observations were the result of collapse's
> treatment of missing values.  I was able to get the same
> correlations as my colleague by deleting the observations
> with missing amounts but then I also lose the information on
> the number of transactions on those days (albeit with
> incomplete data).  So yes, I emphatically agree with your d
>  iagnosis:
>
> >I guess what Eric would in effect like Stata to do
> >is to keep track of all the occurrences of
> >missing so that -sum()- would produce say
> >
> >. + . + . + . + . + . + 42 = 42
> >
> >but
> >
> >. + . + . + . + . + . + . = .
> >
> >Thus, at the end of a set that were all missing,
> >-sum()- would be morally compelled to say,
> >"No, that initial guess of 0 doesn't apply here.
> >These values are all missing, so the sum must
> >be missing. I changed my mind!"
>
>
> Failing such a radical change to collapse, perhaps there
> could be an "allmiss" parameter that would make the sum of
> totally missing values equal to missing.

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