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RE: st: RE: tsset
apologies for any confusion in the way I have been using terms. in my mind
there is no missing data. the data set clearly tells me that for county = x,
household = 1, year = 1 variable V1(x,h,t) = x111. The data set however does
have gaps such as
county household year V1
x 1 1 12
x 1 2 13
x 1 4 12
x 1 7 12
So without any missing data, I define a uniqe household id using
egen uid = group(county household)
county household year V1 uid
x 1 1 12 1
x 1 2 13 1
x 1 4 12 1
x 1 7 12 1
I need this so that I am able to tsset my data set.
tsset uid year
Once tsset, I would like to enter the gaps into the dataset, and tsfill does
it for me.
tsfill, full
However, using tsfill creates missing observations whose values i actually
do know. for variables it is a 0 and for identifies like county and
household, it has to be the same value within uid. Thus, my data set looks
like:
county household year V1 uid
x 1 1 12 1
x 1 2 13 1
. . 3 . 1
x 1 4 12 1
. . 5 . 1
. . 6 . 1
x 1 7 12 1
The coding instructions tell me that V1 = 0 for the missing years. however,
I still need to fill in the county and household vairable missings
observations that tsfill created. and currently, I am using a sequence of
replace with leads and lags within uid to fill this. I was hoping there
maybe an automated way of doing this.
thanks for your response.
From: "Nick Cox" <[email protected]>
Reply-To: [email protected]
To: <[email protected]>
Subject: st: RE: tsset
Date: Fri, 19 May 2006 18:17:05 +0100
The effect of your -egen, group()- is
to lump all the missings on -county-
and/or -household- together. In cases
where -household- is missing but not
-county-, or vice versa, that throws
away some information.
-egen, group() missing- will do a bit
better.
But the reconstruction of missing data
seems somewhere between difficult and
impossible, on least on the information
you provide.
For example, suppose
you have -county- but not -household-.
There seem two possibilities. The
household is in fact one of the other
households in the same county in
your dataset, or it is not. Do you
have any grounds to say which is correct?
Conversely, suppose you have -household-
but -county-. It may be that your numbering
system will enable you to reconstruct the
-county-.
Finally, suppose you have neither -household-
nor -county-. If there is a method for
imputing, it must be based on the other variables.
Nick
[email protected]
Alexander Nervedi
>
> I have panel data with gaps. After tssfill, full i have a
> complete data that
> but there are many covariates, some string and some numeric,
> that become
> complete but are actually not. For example.
>
> egen uid = group(county household)
> tsset uid year
> tsfill, full
>
>
> will generate missing values for county and household to fill
> in the gaps,
> even though uid and year are complete. what is a good way to
> fill in missing
> observations for variables like county and household ?
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