Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Missing data question.
From
Benjamin Hong <[email protected]>
To
[email protected]
Subject
st: Missing data question.
Date
Sat, 9 Feb 2013 13:12:40 +0000
Dear all,
I am just starting to learn STATA. I am struggling with missing datas
in my dataset.(82 stocks, historical monthly stock price data for
20years)
I need to take the average of the stock's return for as many year as I
can, where there are so many missing data as the industry is quite
volatile sector.
I decided to use 10years out of 20 years, as I deem appropriate,
however there are still so many missing data and I dont want to simply
exlcude them.
I heard that there are some techinic called "imputation".
Could you let me know how to employ this function in STATA?
Many thanks.
Ben
******************************************
Benjamin (Wonki) Hong
Certified Financial Risk Manager
MSc Finance, Edinburgh University
Phone: +44(0)752-121-9910
E-mail: [email protected]
*
* 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/