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Re: st: Missing data question.

From   Richard Williams <>
Subject   Re: st: Missing data question.
Date   Sat, 09 Feb 2013 13:19:58 -0500

Wisconsin has some excellent materials on multiple imputation:

A much more basic and humble introduction is at

At 08:12 AM 2/9/2013, Benjamin Hong wrote:
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 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.


Benjamin (Wonki) Hong
Certified Financial Risk Manager
MSc Finance, Edinburgh University
Phone: +44(0)752-121-9910
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Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu

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