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Re: Re: st: A query on handling monthly data


From   austin nichols <[email protected]>
To   [email protected]
Subject   Re: Re: st: A query on handling monthly data
Date   Wed, 11 Jan 2006 11:07:03 -0500

This is not a well-formed question, and contains two contradictory
clauses, viz. "it's implicit that the observations for which data is
not available should have been zero" and "it could as well have been
because of missing data!"

If the missing data are supposed to be zeros, fill in the zeros. 
Otherwise leave them missing (note that -fillin- will add observations
with missing values).  As for whether SUR will work (or is
econometrically legitimate) with or without imputing values, it is
impossible to know without knowing a lot about your research
project--and you have given no info at all on that.

In general, you don't need to eliminate the gaps in the data series
within each panel if you are going to pool your data and cluster on
panel ID (which offers the possibility of allowing for an arbitrary
within-panel serial correlation structure), but see the help file for
each of the relevant xt estimators (-help xt-).  When you -tsset- the
data, Stata will tell you if you have gaps, and some estimators will
use panels with gaps in the series, and some won't.

As for the rest, you will have to come up with a series of more
specific questions, predicated on a careful but succinct description
of your data and research, if you want useful responses.

On 1/11/06, Badri Narayanan Gopalakrishnan <[email protected]> wrote:
> Thanks a lot for the suggestion. It worked out perfectly.
> But, I still have a query. Is it necessary to fillin, or would it be
> fine to allow the time series variable with gaps, say, to estimate
> SUR? I need to know about this because, though it's implicit that the
> observations for which data is not available should have been zero,
> I'm reluctant to do this, as it could as well have been because of
> missing data!
>
> Date: Tue, 10 Jan 2006 08:20:56 -0500
> From: austin nichols <[email protected]>
> Subject: Re: st: A query on handling monthly data
>
> 1. Given existing variables year and month,
> . gen newdate=(year-1960)*12+month-1
> . format newdate %tm
>
> 2. I assume you mean panel, i.e. you want the initial value for some
> variable, say agehead, for each household (each cross-section means
> looking over all households at a given point in time), and I assume
> you have a household ID.
> . bys hhid (newdate): gen init_agehead=agehead[1]
>
> See -fillin- for  how to fill in the missing zero values you describe
> in the first paragraph below.
>

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