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st: RE: RE: missing values in panel data


From   Schöler, Lisa <lschoeler@wiwi.uni-frankfurt.de>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: missing values in panel data
Date   Wed, 4 Aug 2010 14:59:11 +0000

I have tried -ipolate- now. When I look at the correlation between the predicted variables and the "real" variables for the years where I have the data the correlation is only .25 which is not very satisfying.
Any other suggestion what could make sense?

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
Sent: Wednesday, August 04, 2010 4:49 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: RE: missing values in panel data

I don't know what is _best_, but I don't see why you think using -ipolate- is not possible, as -ipolate- can also be used for extrapolation. (I don't think there is any command -interpolate-.) 

Nick 
n.j.cox@durham.ac.uk 

Schöler, Lisa

in my panel data set (unbalanced) I have a variable called "RD spendings". I have those data for the years 2001-2009 (sometimes less years) for 200 companies each year. Now I need to predict/forecast the missing data for 1999 and 2000. I think that -interpolate- is not possible. Looking at the trend between 2001 and 2009, I can tell that the spendings are rising most of the times. 
Can somebody give me a suggestion what would be the best solution with Stata?

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