Dear Richard,
a possible answer to your query may come from Little RJA, Rubin DB.
Statistical analysis with missing data. Second Edition. Chichester: Wiley,
2002: 241-251.
Sorry I cannot be more helpful.
Kind Regards,
Carlo
-----Messaggio originale-----
Da: [email protected]
[mailto:[email protected]] Per conto di Richard Goldstein
Inviato: sabato 29 agosto 2009 16.24
A: statalist
Oggetto: st: extrapolation help
Hi,
I have data for several firms for a number of years; however, for most
firms, data for at least one year is missing and, in the extreme, for
one firm, I only have data for 1 year. I have no other information
about these firms. I want to extrapolate/interpolate the missing years
and I can, I think, improve the process by using the data for other
firms (these firms are all in the same business and are competitors;
their total is not the total for the industry however, as other firms
are in existence during these year and places). A sample of the data:
year firm1 firm2 firm3 firm4 firm5 firm6
1994 949100 429200 479700 . . .
1995 1216100 835000 561400 . . .
1996 1434500 1248500 647700 . . .
1997 2790000 1657500 636300 . . .
1998 2554100 1635000 692800 . . .
1999 2643400 1496000 753400 . . .
2000 3061200 1399400 772000 . . .
2001 2520400 1432300 874000 . . .
2002 2361900 . 1008500 . . .
2003 2202900 . . 449000 . .
2004 2593000 1437000 907000 430000 . .
2005 3300000 1511000 809000 453000 . 255000
2006 2269000 1476000 721000 517000 . 279000
2007 1840000 1449000 567000 583000 . 369000
2008 1377000 1358000 651000 603000 2000000 357000
2009 . . . . . .
there are actually 13 firms but that would not fit on this screen. I
want to replace every "." above with a number. Of the 13 firms, only two
have data for all years thru 2008.
I understand that one possibility would be the vector AR family from
time-series but I am not familiar with this so I am soliciting thoughts
on the usefullness of this technique here.
I am also soliciting thoughts on other techniques (whether available in
Stata or not). Presumably one alternative would be do things in steps,
first extrapolating those missing only 2009, then those missing the next
fewest number of years, etc. and I specifically solicit thoughts on this.
Rich
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