[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
RE: st: Collapse & Missing Values
Thanks, Nick for your solution below. Will head off to bed & maybe read a bit on egen tag before nodding off.
>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
>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
>> >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
>> >. + . + . + . + . + . + . = .
>> >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.
>* For searches and help try:
* For searches and help try: