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st: R: Missing data question.

From   "Carlo Lazzaro" <>
To   <>
Subject   st: R: Missing data question.
Date   Sat, 9 Feb 2013 15:14:17 +0100

Ben might want to start with:
- search imputation - 

from within Stata (not STATA).

Kind regards,

-----Messaggio originale-----
[] Per conto di Benjamin Hong
Inviato: sabato 9 febbraio 2013 14:13
Oggetto: st: Missing data question.

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
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
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.


Benjamin (Wonki) Hong
Certified Financial Risk Manager
MSc Finance, Edinburgh University
Phone: +44(0)752-121-9910
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