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Re: st: comparing xtdes-like patterns for variables

From   László Sándor <>
Subject   Re: st: comparing xtdes-like patterns for variables
Date   Wed, 31 Oct 2012 15:39:18 -0400

Thanks, Nick.

The values definitely don't line up that neatly, but that's a worry
for another day.

Basically my problem is, if I know I can expect differences between
the variables, is there a neat way to compare their missing patterns
(one always starting early, or one mistakenly having the years in
reverse order)?

On Wed, Oct 31, 2012 at 3:15 PM, Nick Cox <> wrote:
> 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. .
> Nick
> 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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