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st: data management in panel: keeping groups with minimum no. of continuous obs

From   Yasmine Kent <>
Subject   st: data management in panel: keeping groups with minimum no. of continuous obs
Date   Thu, 1 Jun 2006 15:09:15 +0100 (BST)


I have an unbalanced panel, with companies across time
(quarters). I would like to restrict my sample to
those companies and periods with a minimum of, say, 5
quarters of *continuous* non-missing data on all 7
variables that I want to use in my regression. In
other words, I would leave out a company with only 4
continuous observations of "complete" data; and if I
had a company with some irregular observations at some
times and then a group of 5 continuous observations
later, I would keep the company but omit all the
irregular observations and missing variables. 

The reason why I thought that might be a good idea is
to omit companies with just a few scattered
observations. Also, I want to use some lags and if I
have many missing obsevations, then the sample that
actually goes into a regression will depend on how
many lags I specify. (I know that cleaning to data in
the way I want to will not completely solve that
problem but at least should help).   

If possible I would prefer not to drop observations
completely, but perhaps to have a dummy if an
observation is "OK", in other words part of a series
of at least 5 continuous observations with valid data.

Thank you!

Best wishes

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