st: Is there a quick way of customizing linear interpolation?

[Halit Akturk <halitakturk@gmail.com>]

Hi all,
I am a Stata 11 user. Is there any way to customize ipolate command in
Stata in a quick way? I like to do linear interpolation but I have a
constraint. I like to fill in the missing observations as long as the
missing observations happen at most 2 times consequtively. For
instance, say I have the following data where "." stands for missing
observation:
1, 4, 5, ., 7, ., ., ., 9, ., ., 15.
The usual Stata's ipolate gives: 1, 4, 5, 6, 7, 7.5, 8, 8.5, 9,11, 13, 15.
The ipolate will fill in all of the missing observations. I don't
wanna do that. I like to fil in the missing values as long as they are
at most 2 observations consequtively. So the customized linear
interpolation (which is what I am looking for) should give me the
following result:
1, 4, 5, 6, 7, ., ., ., 9, 11, 13, 15. I hope I explained what I am
looking for well.

I will appreciate any help. Thank you...

Halit Akturk
Department of Economics
Vanderbilt University
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/