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| From | "Carlo Lazzaro" <carlo.lazzaro@tiscalinet.it> |
| To | <statalist@hsphsun2.harvard.edu> |
| Subject | st: R: Missing data question. |
| Date | Sat, 9 Feb 2013 15:14:17 +0100 |
Ben might want to start with: - search imputation - from within Stata (not STATA). Kind regards, Carlo -----Messaggio originale----- Da: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di Benjamin Hong Inviato: sabato 9 febbraio 2013 14:13 A: statalist@hsphsun2.harvard.edu Oggetto: st: Missing data question. Dear all, I am just starting to learn STATA. I am struggling with missing datas in my dataset.(82 stocks, historical monthly stock price data for 20years) I need to take the average of the stock's return for as many year as I can, where there are so many missing data as the industry is quite volatile sector. I decided to use 10years out of 20 years, as I deem appropriate, however there are still so many missing data and I dont want to simply exlcude them. I heard that there are some techinic called "imputation". Could you let me know how to employ this function in STATA? Many thanks. Ben ****************************************** Benjamin (Wonki) Hong Certified Financial Risk Manager MSc Finance, Edinburgh University Phone: +44(0)752-121-9910 E-mail: benjamin1459@gmail.com * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/