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Re: st: Backfill Missing Values


From   David Kantor <kantor.d@att.net>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Backfill Missing Values
Date   Thu, 16 Apr 2009 21:04:18 -0400

At 07:46 PM 4/16/2009, Paul Rivera wrote:
I have a panel dataset that looks something like this:

year    gdpReal   gdpNom   gdpdefl    PPI   dPPI
1900    126       .        .          25
1901    132       .        .          27    .08
1902    138       .        .          29    .074
1903    142       .        .          31    .069
1904    147       41.16    28         32    .032
1905    150       48       32         34    .063
1906    151       49.83    33         35    .029

The variable I need is gdpNom. Normally, one would obtain this as:
   gdpNom = gdpReal * (gdpdefl/100);
however, this is clearly not possible since gdpdefl is missing anywhere gdpNom is missing.

So, I want to estimate gdpdefl using dPPI, something like this:

  gen    gdpdeflFILL = F.gdpdefl/(1+F.dPPI) if gdpdefl==.
  gen     gdpdeflEST = gdpdefl
  replace gdpdeflEST = gdpdeflFILL if gdpdeflEST==.

This would allow me to estimate gdpNom:
  gen     gdpNomEST = gdpnom
  replace gdpNomEST = gdpReal * (gdpdeflEST/100) if gdpNomEst==.

BUT, my brilliant plan falls apart because the forward lag operator (F) cannot cascade the same way that the backward lag operator (L) can, so I only, for example, get an estimate for 1903.

I feel like there must be an easy solution to this, but I am stuck. My panel has 57 groups and 150 time periods, so I'd much rather not do this by hand.

Any help would be much appreciated.

Thanks,
Paul Rivera

Possibly you should reverse the sort...
gsort -year
(presumably, year is a key variable)

Then perform your operations, but use L. in place of F..

Afterward you can restore the original order if desired.

HTH
--David

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