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

From   "Nick Cox" <>
To   <>
Subject   RE: Re: Re: st: A query on handling monthly data
Date   Thu, 12 Jan 2006 15:19:32 -0000

That's clearer but still unanswerable
in any definite way. 

Unless by chance someone on Statalist is 
working with the same sort of data, 
we have no wisdom about your data that you 
do not have. If you think the missings, 
meaning omitted values, are certainly zeros, 
you should treat them as such. If you are unsure, 
no guess by us can help. You need advice from 
people who know more about your data than you 


Badri Narayanan Gopalakrishnan
> I'm very sorry for not having informed my problem clearly. I shall do
> it in this mail:
> The data that I have is a survey containing monthly textile purchases
> data from 1994-2003 for 20000 households. All households are not
> repeating though, i.e., this is an unbalanced panel. In addition,
> observations are literally absent for many months for many households
> in each year. But the survey description mentions that the data was
> filled only when there was some purchase, which was never a monthly
> phenomenon in most cases, understandable for textiles in a developing
> country like India, for which this data was collected. Hence, I feel
> that it would not be a mistake considering the missing points to be
> zero, as it directly follows from the way the survey is designed. But,
> I was a little apprehensive about doing this, which is why I made the
> contradictory statement.
> I'm trying to estimate a demand system (Bias-corrected Dynamic
> Linearised AIDS) using sureg in stata and hence I'm not using any
> panel command other than informing stata that this is panel data,
> using tsset.
> Hope this info is sufficient. Please advise me on whether I should
> fillin the data in this case, or can I use only the existing
> observations?
> From: austin nichols <>
> Subject: Re: Re: st: A query on handling monthly data
> 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.

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