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st: Panel Regression with missing x for one entity


From   "Whelan, Paul" <Paul.Whelan@bankofengland.co.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: Panel Regression with missing x for one entity
Date   Tue, 14 Aug 2012 18:43:20 +0100

Hi Statlisters,

I'm running a panel regression with a cross-section of countries:

y_it = c_it + beta_1 x_1 + ... + beta_n x_n + eps_it

For one of my countries , a particular x is completely missing. 
The estimation works fine but I cannot produce predictions for this particular entity.

Is stata simply dropping this country or is there something else going on?
My solution so far has been to replace all these observations for this 
country for this x with zeros. This is not ideal since it is biasing my results.

Paul Whelan
Macro-Financial Analysis Division|
Monetary Analysis Bank of England|
Threadneedle Street|London EC2R 8AH

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