Before you trying to impute missing data, it worth to read this
tutorial on missing data.
http://www.lshtm.ac.uk/msu/missingdata/start.html
Kevin
On 01/03/2008, Maarten buis <[email protected]> wrote:
> bys company (year) : gen droa = roa - roa[_n-1]
> bys company (year) : gen rretind = retind / retind[_n-1]
>
> if you have missings than this will become twice as bad for these new
> variables: say you have missing in roa in 2000 than droa will be
> missing in 2000 and 2001. So you might want to consider imputing your
> data first before you do this, using for instance -ice-, see: -findit
> ice-.
>
> Hope this helps,
> Maarten
>
> --- Katarina Sikavica <[email protected]> wrote:
>
> > Dear Statalisters:
> >
> > I am working with a panel dataset containing company performance data
> > and would like to calculate
> > a) the annual change in return on assets (varname: ROA) which is
> > calculated as e.g. ROA in the year 2000 - ROA in 2001
> > b) the ratio of return index (varname: RETIND), calculated as e.g.
> > RETIND in 2000 / RETIND in 1999
> >
> > The dataset is a unbalanced panel of company performance data
> > 1998-2005
> > and contains, unfortunately, quite some missings in the performance
> > variables (!). The missings are coded using "." The data can be
> > grouped
> > according to company name, year (varname: YEAR) and a unique numeric
> > identfier(varname: DSCODE) retrieved frot Thomson Anaytics.
> >
> > I have spent some time trying to generate the above mentioned
> > variables
> > (I have tried playing around with _n and _N) but was, unfortunately
> > unable to obtain the correct variable. I have searched STATA FAQ and
> > have used the findit command but given that I don't even know what
> > the
> > right keyword is I did not find any useful information.
> > I appologize if this procedure has allready been explained
> > elsewhere...
> >
> > Many thanks for your help,
> > Best,
> > Kate
> >
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/support/faqs/res/findit.html
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
>
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting address:
> Buitenveldertselaan 3 (Metropolitan), room Z434
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
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> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
>
--
Greetings,
Xiaoheng Zhang (Kevin)
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
