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Re: st: Calculate weighted average across variables with externally given weights - controlling for missing values

From   Andreas Karpf <>
Subject   Re: st: Calculate weighted average across variables with externally given weights - controlling for missing values
Date   Mon, 3 Oct 2011 11:16:58 +0200

Thank you very much for your reply Nick, and please excuse my claims
of urgence. I thought a while about the solution you gave me and I
don't really see how I can handle my problem with that. Setting the
missing values to zero is quite obvious and was also my first idea.
This solves the problem in the enumerator but unfortunately not in the
denominator. If one value is missing I don't want to divide by the
whole sume of weights (see problem 2)). A solution via dummy variables
seems quite cumbersome and I don't really know how I would have to do
it because I am having time series data and the weights apply for
different variables and not for different values of one variable.
isn't there any stata command for exactly this purpose (cross-variable
weighted averages with user supplied weights) which I could combine
with cond(missing(x), 0, x).

Thank you very much for your help,


2011/10/3 Nick Cox <>:
> To get Stata to treat values of -x- as 0 if they are missing you can
> supply instead
> cond(missing(x), 0, x)
> or use -mvdecode-.
> Nick
> On Mon, Oct 3, 2011 at 2:16 AM, Andreas Karpf <> wrote:
>> 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.
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