bysort group : egen nonmiss = total(myvar < .)
by group: egen total = total(myvar)
replace total = . if nonmiss == 0
egen tag = tag(group)
corr <whatever> if tag
Nick
[email protected]
Eric G. Wruck
> Thank you Nick for your valiant effort to characterize the
> treatment of missings as a feature. And thank you,
> Friedrich, for your work-around (& again to you Nick for your
> help on that too).
>
> Let me just try to explain why this wasn't a feature for me
> today. Using the collapse statement, I was aggregating
> various amount fields by day. There could be multiple (and
> usually were) transactions per day. Once I had the
> aggregated amounts, I was interested in their correlations,
> especially the correlation of one amount with the lagged
> amount of another. When I start introducing erroneous zero
> amounts, my correlations will not be unbiased, & certainly
> not correct. In fact, the way I discovered this is that one
> colleague was computing the same correlations in SAS. For
> some reason, I had more observations than he. I now know
> that my "extra" observations were the result of collapse's
> treatment of missing values. I was able to get the same
> correlations as my colleague by deleting the observations
> with missing amounts but then I also lose the information on
> the number of transactions on those days (albeit with
> incomplete data). So yes, I emphatically agree with your d
> iagnosis:
>
> >I guess what Eric would in effect like Stata to do
> >is to keep track of all the occurrences of
> >missing so that -sum()- would produce say
> >
> >. + . + . + . + . + . + 42 = 42
> >
> >but
> >
> >. + . + . + . + . + . + . = .
> >
> >Thus, at the end of a set that were all missing,
> >-sum()- would be morally compelled to say,
> >"No, that initial guess of 0 doesn't apply here.
> >These values are all missing, so the sum must
> >be missing. I changed my mind!"
>
>
> Failing such a radical change to collapse, perhaps there
> could be an "allmiss" parameter that would make the sum of
> totally missing values equal to missing.
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