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From |
Nick Cox <njcoxstata@gmail.com> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: Replace with missing value |

Date |
Fri, 12 Apr 2013 13:44:15 +0100 |

I thought your original question was clear; you just asked a different question. Before getting to an answer, I recommend _strongly_ against holding daily dates as integers such as 20000101. This causes at least two problems: you need to worry about precision and you get hiatuses in the data such as that between 20001231 and 20010101. This will bite you, hard, sooner or later, so I recommend that you convert to Stata daily dates. Then use date functions such as -year()- to work with years. I'll rephrase what appears to be your basic question. You are, or should be, calculating variances by <id> <year> : egen var = var(<response>) but you want to overwrite variances with missing if any values considered are missing. That could be by <id> <year> : egen nmissing = total(missing(<response>)) replace var = . if nmissing Nick njcoxstata@gmail.com On 12 April 2013 13:10, André Gyllenram <a_gyllenram@hotmail.com> wrote: > 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? * * 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/

**Follow-Ups**:**RE: st: Replace with missing value***From:*André Gyllenram <a_gyllenram@hotmail.com>

**References**:**st: Replace with missing value***From:*André Gyllenram <a_gyllenram@hotmail.com>

**Re: st: Replace with missing value***From:*Alex Olssen <alex.olssen@gmail.com>

**Re: st: Replace with missing value***From:*Nick Cox <njcoxstata@gmail.com>

**RE: st: Replace with missing value***From:*André Gyllenram <a_gyllenram@hotmail.com>

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