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Re: st: comparing xtdes-like patterns for variables

From   Nick Cox <>
Subject   Re: st: comparing xtdes-like patterns for variables
Date   Wed, 31 Oct 2012 19:15:16 +0000

If # different versions of the same data should be the same, there
will be # duplicates of everything in a combined dataset.

This applies to missings too.

-duplicates- is therefore something that springs to mind. Panels are
no problem, as panel identifiers are just other variables

Naturally, if the combined dataset is extremely large, this won't be
very practical. .


On Wed, Oct 31, 2012 at 7:02 PM, László Sándor <> wrote:

> I have a panel-data cleaning problem that probably has some neat
> solution, probably already out there. I am happy to try any solutions
> for Stata 12.1 MP.
> Background: I had to try to look up supposedly the same data from
> multiple sources. (Financial data for the same securities, but
> different data sources were expected to cover different subsets of my
> universe, or for different time periods.)
> But now I have a panel where I would like to cross-check different
> version of the same data, and most crucially, I would like to verify
> that I got the years correctly for each version. (FYI: financial data
> sources can be opaque about how they handle missing data if you ask
> for "end-of-year prices for the last 15 calendar years", and whether
> they give years in ascending or descending order). For this, I would
> like to compare what periods I have non-missing values for a family of
> variables, say, bloomberg_price and reuters_price.
> Presumably, if I got the start and the end years right, I could hope
> -compare- those, (e.g. -compare *_price_first- ). And hope that the
> patterns will be clear.
> That said, I'm afraid some more nuanced analysis of missing value
> patterns might be justified. What are good tools for that? (How can I
> "xtdes by variable"? Or "misstable pattern in a panel"?)

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