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st: lag variable in panel if missing data

From   thomas bourveau <>
Subject   st: lag variable in panel if missing data
Date   Tue, 4 Dec 2012 14:10:27 +0100

Dear readers,

I am currently working with a dataset where I have a company ID, the
date, and a consumption variable.

I am working in panel and, for each day, I need to generate a variable
that is the difference between the current value of consumption, and
its value one year before. (It's like an annual change).

This stata code looks like that:

generate difference = consumption - l364.consumption

The issue is that my dataset is built using calendar days. Thus, very
often, the l.364.consumption is nul because firms do not produce /
spend money during the week-ends.

I was wondering if it exists a command in panel that would
automatically tell stata to take the closest existing variable if
l364.consumption is nul. Can I also restrict that to a limited number
of days (e.g 3 or 5 days before the current date) ?

Thanks in advance

Thomas Bourveau
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