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RE: st: Replace with missing value


From   André Gyllenram <[email protected]>
To   "[email protected]" <[email protected]>
Subject   RE: st: Replace with missing value
Date   Fri, 12 Apr 2013 14:10:28 +0200

Hello,

Thank you for your answer. But i realized that i was not very clear in my first post. Sorry about that.

What i want to do is that i want to compute the variance for different periods and stocks. The problem I have is that stata does not consider missing values when computing the variance.

If i write the code:

by isin: egen variance20001230=var(price) if datum>=20000101 & datum< 2000123
0

this gives me the 1-year variance for every stock between 200010101 and 20001230. However it does not consider missing values. If i have any missing values in the price -data for any stock in the time period  20000101-20001230 i want to set the variace for that stock equal to missing.

Maybe this problem is easier to solve?

Regards 
André 		 	   		  
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