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st: R: extrapolation help


From   "Carlo Lazzaro" <carlo.lazzaro@tin.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: R: extrapolation help
Date   Sat, 29 Aug 2009 19:56:30 +0200

Dear Richard,
a possible answer to your query may come from Little RJA, Rubin DB.
Statistical analysis with missing data. Second Edition. Chichester: Wiley,
2002: 241-251.

Sorry I cannot be more helpful.

Kind Regards,
Carlo

-----Messaggio originale-----
Da: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di Richard Goldstein
Inviato: sabato 29 agosto 2009 16.24
A: statalist
Oggetto: st: extrapolation help

Hi,

I have data for several firms for a number of years; however, for most 
firms, data for at least one year is missing and, in the extreme, for 
one firm, I only have data for 1 year.  I have no other information 
about these firms.  I want to extrapolate/interpolate the missing years 
and I can, I think, improve the process by using the data for other 
firms (these firms are all in the same business and are competitors; 
their total is not the total for the industry however, as other firms 
are in existence during these year and places). A sample of the data:


     year     firm1     firm2     firm3    firm4     firm5    firm6
     1994    949100    429200    479700        .         .        .
     1995   1216100    835000    561400        .         .        .
     1996   1434500   1248500    647700        .         .        .
     1997   2790000   1657500    636300        .         .        .
     1998   2554100   1635000    692800        .         .        .
     1999   2643400   1496000    753400        .         .        .
     2000   3061200   1399400    772000        .         .        .
     2001   2520400   1432300    874000        .         .        .
     2002   2361900         .   1008500        .         .        .
     2003   2202900         .         .   449000         .        .
     2004   2593000   1437000    907000   430000         .        .
     2005   3300000   1511000    809000   453000         .   255000
     2006   2269000   1476000    721000   517000         .   279000
     2007   1840000   1449000    567000   583000         .   369000
     2008   1377000   1358000    651000   603000   2000000   357000
     2009         .         .         .        .         .        .

there are actually 13 firms but that would not fit on this screen. I 
want to replace every "." above with a number. Of the 13 firms, only two 
have data for all years thru 2008.

I understand that one possibility would be the vector AR family from 
time-series but I am not familiar with this so I am soliciting thoughts 
on the usefullness of this technique here.

I am also soliciting thoughts on other techniques (whether available in 
Stata or not). Presumably one alternative would be do things in steps, 
first extrapolating those missing only 2009, then those missing the next 
fewest number of years, etc. and I specifically solicit thoughts on this.

Rich
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