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From | André Gyllenram <a_gyllenram@hotmail.com> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | RE: st: Replace with missing value |
Date | Fri, 12 Apr 2013 15:18:52 +0200 |
Thank you for your help! This worked! Regards André ---------------------------------------- > Date: Fri, 12 Apr 2013 13:44:15 +0100 > Subject: Re: st: Replace with missing value > From: njcoxstata@gmail.com > To: statalist@hsphsun2.harvard.edu > > I thought your original question was clear; you just asked a different > question. > > Before getting to an answer, I recommend _strongly_ against holding > daily dates as integers such as 20000101. This causes at least two > problems: you need to worry about precision and you get hiatuses in > the data such as that between 20001231 and 20010101. This will bite > you, hard, sooner or later, so I recommend that you convert to Stata > daily dates. Then use date functions such as -year()- to work with > years. > > I'll rephrase what appears to be your basic question. You are, or > should be, calculating variances > > by <id> <year> : egen var = var(<response>) > > but you want to overwrite variances with missing if any values > considered are missing. That could be > > by <id> <year> : egen nmissing = total(missing(<response>)) > > replace var = . if nmissing > > Nick > njcoxstata@gmail.com > > > On 12 April 2013 13:10, André Gyllenram <a_gyllenram@hotmail.com> wrote: > > > Thank you for your answer. But i realized that i was not very clear in my first post. Sorry about that. > > > > What i want to do is that i want to compute the variance for different periods and stocks. The problem I have is that stata does not consider missing values when computing the variance. > > > > If i write the code: > > > > by isin: egen variance20001230=var(price) if datum>=20000101 & datum< 2000123 > > 0 > > > > this gives me the 1-year variance for every stock between 200010101 and 20001230. However it does not consider missing values. If i have any missing values in the price -data for any stock in the time period 20000101-20001230 i want to set the variace for that stock equal to missing. > > > > Maybe this problem is easier to solve? > > * > * 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/