Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: lag variable in panel if missing data


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: lag variable in panel if missing data
Date   Tue, 4 Dec 2012 13:18:19 +0000

I think the short answer is that there is nothing automatic here. You
need to invent your own work-around, e.g.

364 days ago
if that is missing {
        average of (363, 365 days ago)
        if that is missing {
                    ....
       }
}
...

The easiest may be to average values for a week about a year ago. For
more on working with weeks, see

SJ-12-3 dm0065  . . . . . . . . . .  Stata tip 111: More on working with weeks
        . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .  N. J. Cox
        Q3/12   SJ 12(3):565--569                                (no commands)
        discusses how to convert data presented in yearly and weekly
        form to daily dates and how to aggregate such data to months
        or longer intervals

SJ-10-4 dm0052  . . . . . . . . . . . . . . . . Stata tip 68: Week assumptions
        . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .  N. J. Cox
        Q4/10   SJ 10(4):682--685                                (no commands)
        tip on Stata's solution for weeks and on how to set up
        your own alternatives given different definitions of the
        week

Nick

On Tue, Dec 4, 2012 at 1:10 PM, thomas bourveau
<thomas.bourveau@gmail.com> wrote:

> 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) ?
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index