You have a lot of missing data here.
If -ipolate- helps little, it seems
unlikely that any other method will
help more.
You might get marginal improvements
by interpolating in log price, then
exponentiating. That is, a zeroth
approximation in most economies
would be that prices are increasing
multiplicatively.
Nick
[email protected]
Mazhar Islam
> I have a panel data of daily price of a commodity in
> different locations of a city over 7 -year period.
> Unfortunately about 40 % data is missing from both
> right and left (dependent variable) side of the model.
> How should I go about it? I tried Stata's ipolate
> command to fill up the missing observations but did
> not help much. When I ran xtreg with random effect
> option (re) a number of records are dropped. I want to
> capture as many panels as I can. Any help is greatly
> appreciated.
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