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st: Re: RE: Filling missing depr. for panel


From   "woong-tae chung" <Woong.Chung@colorado.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: RE: Filling missing depr. for panel
Date   Mon, 9 Aug 2004 08:54:45 -0600

Thanks for your comment
WT 
----- Original Message ----- 
From: "Nick Cox" <n.j.cox@durham.ac.uk>
To: <statalist@hsphsun2.harvard.edu>
Sent: Tuesday, August 08, 2006 6:49 PM
Subject: st: RE: Filling missing depr. for panel


> I don't find it possible to advise given this information, except 
> to wonder whether either approach is legitimate. It sounds 
> as if you can make your best guess at the missing values 
> _after_ fitting the most appropriate model you can think of. 
> But doing it the other way, modelling after imputation or 
> interpolation, will at best overstate the strength of relationship and at worst warp 
> results by building-in dubious assumptions. 
> 
> Otherwise put, you are at risk of finding plums in the 
> dataset that you put there yourself. 
> 
> Nick 
> n.j.cox@durham.ac.uk 
> 
> Woong.Chung@colorado.edu
> 
> > I have multi Variable Panel dataset believing
> > Yit=B0it+B1*X1it+B2*X2it+B3*X3it+..  The problem I need to 
> > take care is that
> > there are missing Y(every 4 years basis ) such that:
> > 
> >  ID  YR     Y    X1   X2    X3
> >  1   1987   1    3    4      5
> >  1   1988   .    4    5      7
> >  1   1989   .    7    3      1
> >  1   1990   .    8    9      4
> >  1   1991   .    7    5      6
> >  1   1992   6    7    6      10
> > 
> >  2  1987    3    4    7      9
> >  2  1988    .    9    10     14
> >  2  1989    .    10   8      20
> >  2  1990    .    7    10     14
> >  2  1991    .    14   12     10
> >  2 1992     2    24   10     16
> >  (note that this data is made randomly for illustrated purpose)
> > 
> > From the reference and statalist,I may consider "ipolate" or 
> > "impute" option 
> > assuming there may be a linear relationship with Ys between years
> > I am so glad if anyone give me better suggestions or more 
> > concern I have to look
> > before using those options
> 
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