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st: Missing data question.


From   Benjamin Hong <benjamin1459@gmail.com>
To   statalist@hsphsun2.harvard.edu
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: benjamin1459@gmail.com
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