David Kantor gave another good answer to the same effect.
As a footnote: The whole area, including the reversing time trick, is covered in an FAQ
FAQ . . . . . . . . . . . . . . . . . . . . . . . Replacing missing values
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . N. J. Cox
2/03 How can I replace missing values with previous or
following nonmissing values?
http://www.stata.com/support/faqs/data/missing.html
-search missing- would have pointed to this.
Nick
[email protected]
Austin Nichols
Something like this?
clear
input year gdpReal gdpNom gdpdefl PPI dPPI
1900 126 . . 25 .
1901 132 . . 27 .08
1902 138 . . 29 .074
1903 142 . . 31 .069
1904 147 41.16 28 32 .032
1905 150 48 32 34 .063
1906 151 49.83 33 35 .029
end
g id=1
g neg=-year
tsset id neg
gen g=gdpdefl
replace g=l.g/(1+l.dPPI) if mi(g)
g gdpnom=gdpReal*(g/100)
tsset id year
l, noo sep(0)
On Thu, Apr 16, 2009 at 7:46 PM, Rivera, Paul A. <[email protected]> wrote:
> I have a panel dataset that looks something like this:
>
> year gdpReal gdpNom gdpdefl PPI dPPI
> 1900 126 . . 25
> 1901 132 . . 27 .08
> 1902 138 . . 29 .074
> 1903 142 . . 31 .069
> 1904 147 41.16 28 32 .032
> 1905 150 48 32 34 .063
> 1906 151 49.83 33 35 .029
>
> The variable I need is gdpNom. Normally, one would obtain this as:
> gdpNom = gdpReal * (gdpdefl/100);
> however, this is clearly not possible since gdpdefl is missing anywhere
> gdpNom is missing.
>
> So, I want to estimate gdpdefl using dPPI, something like this:
>
> gen gdpdeflFILL = F.gdpdefl/(1+F.dPPI) if gdpdefl==.
> gen gdpdeflEST = gdpdefl
> replace gdpdeflEST = gdpdeflFILL if gdpdeflEST==.
>
> This would allow me to estimate gdpNom:
> gen gdpNomEST = gdpnom
> replace gdpNomEST = gdpReal * (gdpdeflEST/100) if gdpNomEst==.
>
> BUT, my brilliant plan falls apart because the forward lag operator (F)
> cannot cascade the same way that the backward lag operator (L) can, so I
> only, for example, get an estimate for 1903.
>
> I feel like there must be an easy solution to this, but I am stuck. My panel
> has 57 groups and 150 time periods, so I'd much rather not do this by hand.
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