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Re: st: Inexplicably missing values for lagged variables


From   Clive Gilbert <clivegilbert@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Inexplicably missing values for lagged variables
Date   Mon, 9 Jul 2012 16:41:27 +0100

Thanks Maarten. My raw data set does not contain any missing values as
such, although it is unbalanced. I have considered the possibility
that the fact some of the panels are shorter  than the others might
cause the lags for the those panels to be generated differently.
However, if that were the case, I would expect the missing values to
be only among shorter panels but they aren't.

Kind regards,

Clive

On Mon, Jul 9, 2012 at 3:43 PM, Maarten Buis <maartenlbuis@gmail.com> wrote:
> On Mon, Jul 9, 2012 at 4:22 PM, Clive Gilbert wrote:
>> I am working with panel data and have a number of lagged variables. I
>> have noticed that some individuals have missing values for certain
>> years whereas others do not .
>
> The first observation for each unit will be missing for lagged
> variables, as you would need the preceding value and the preceding
> value by definition is not present in the data for the first
> observation. If a preceding year is not present in your dataset, then
> that would also result in missing values.
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
>
> http://www.maartenbuis.nl
> --------------------------
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