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st: Calculate weighted average across variables with externally given weights - controlling for missing values [quite urgent]


From   Andreas Karpf <andreas.karpf@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Calculate weighted average across variables with externally given weights - controlling for missing values [quite urgent]
Date   Mon, 3 Oct 2011 03:16:45 +0200

Dear statalist-Users,

i am really sorry that my first post on this list contains a [urgent]
in the subject line. i know that pushiness like that is not
appreciated on such mailing lists, but it is what it is and i hope for
your kind understanding. I have a got a question which might seem
quite trivial for a lot of you but despite of googeling for several
hours i couldn't find any solution.

I have a couple of time series variables for different industrial
sectors like manufacturing, services industry, communication industry
etc.

t  ; var_sect_1 ; var_sect_2 ; var_sect_3 ; var_sect_4;
jan ; ; ; ; ;
feb ; ; ; ; ;
mar ; ; ; ; ;
apr ; ; ; ; ;

What I want to do (example january):

weight_avg_january= var_sect_1[jan] *weight_sect_1 +
var_sect_2[jan]*weight_sect_2 + var_sect_3[jan]*weight_sect_3 +
var_sect_4[jan]*weight_sect_4/(weight_sect_1+weight_sect_2+weight_sect_3+weight_sect_4)

if there is however a missing value for january sector 1 it should look like:

weight_avg_january= var_sect_2[jan]*weight_sect_2 +
var_sect_3[jan]*weight_sect_3 +
var_sect_4[jan]*weight_sect_4/(weight_sect_2+weight_sect_3+weight_sect_4)

these data relates to a kind of business monitor survey and i would
like to calculate the aggregate indicator by using sectorial weights,
this means weights
which correspond to the contribution of each sector (services,
manufacturing) to the gdp. i at first though i could do that by hand
but than i realized that 1) if there is
one missing value in e.g. sector 1 in january stata outputs a missing
value for the weighted average for january. so it doesn't just ignore
the mv but it refuses to calculate the datapoints which are there. 2)
even if problem number one would be solved of course the denominator
would not be correct because if the sector 1 data in january is
missing also the weight in the denominator for sector 1 should be
omitted.
The weights i am referring to are from an external statistic. I have
really tried everything, tried read every ressource possible, but i
didn't come to a conclusion. it would be absolutely nice if you could
help me.

best regards,

andreas
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