st: -collapse- and -merge-

[Philipp Rehm <philipp.rehm@gmx.de>]

I am regularly puzzled by a particular feature of -merge-, namely to 
match missing observations with each other. Here is an example:

sysuse auto, clear
sort price
keep in 1/15
replace foreign=. in 1/5

preserve
	collapse (mean) PRICE=price, by(foreign)
	sort foreign
	list
	tempfile m
	save `m'
restore

sort foreign
merge foreign using `m'

list foreign PRICE

I can avoid this problem in various ways (a "drop if foreign==." after 
the -collapse- would be one option). I also understand that Stata reads 
missing values as very large numbers (i.e.: all nonmissing numbers < . < 
.a < .b < ... < .z). I do not understand, however, why it matches 
missing values with each other. Moreover, the same behavior persists 
when I specify the -merge- option "uniqusing".

Let me add that this behavior does not seem as strange in the example 
above. However, I usually -merge- data from totally different 
data-sources. There is no logical pattern to the missing values, and no 
reason to match them.

Am I missing something? Clarifications are appreciated.

Thanks,
Philipp

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