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Re: st: comparing xtdes-like patterns for variables


From   Nick Cox <[email protected]>
To   [email protected]
Subject   Re: st: comparing xtdes-like patterns for variables
Date   Thu, 1 Nov 2012 01:10:17 +0000

You could create variables like

gen yxmiss = missing(y) - missing(x)
gen long obs = _n

scatter yxmiss obs if missing(y, x)

On Wed, Oct 31, 2012 at 7:39 PM, László Sándor <[email protected]> wrote:
> 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 <[email protected]> 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 <[email protected]> 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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