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Re: st: Re: spells of missing values completely in between


From   Abhimanyu Arora <[email protected]>
To   [email protected]
Subject   Re: st: Re: spells of missing values completely in between
Date   Sun, 8 Apr 2012 09:18:57 +0200

Hi Nick,
I see. Thanks for this approach. Glad to learn the application of -missing()-.
Cheers
Abhimanyu

On Sun, Apr 8, 2012 at 1:08 AM, Nick Cox <[email protected]> wrote:
> I don't know about elegant, but here is one approach.
>
> First identify spells of missing values:
>
> . tsspell, cond(missing(var2))
>
> . l
>
>     +------------------------------------+
>     | var1   var2   _seq   _spell   _end |
>     |------------------------------------|
>  1. |    1      .      1        1      0 |
>  2. |    2      .      2        1      0 |
>  3. |    3      .      3        1      1 |
>  4. |    4     56      0        0      0 |
>  5. |    5      .      1        2      0 |
>     |------------------------------------|
>  6. |    6      .      2        2      0 |
>  7. |    7      .      3        2      1 |
>  8. |    8     95      0        0      0 |
>  9. |    9      .      1        3      1 |
>  10. |   10     20      0        0      0 |
>     |------------------------------------|
>  11. |   11      .      1        4      0 |
>  12. |   12      .      2        4      1 |
>     +------------------------------------+
>
> Reclassify if the first spell of missing values is at the start.
>
> . replace _spell = 0 if sum(missing(var2)) == _n
> (3 real changes made)
>
> Reverse time and do the same with the last spell (now the first).
>
> . gsort -var1
>
> . replace _spell = 0 if sum(missing(var2)) == _n
> (2 real changes made)
>
> Now _spell is positive if and only if you have a spell of missing
> values in the middle.
>
> . sort var1
>
> . l
>
>     +------------------------------------+
>     | var1   var2   _seq   _spell   _end |
>     |------------------------------------|
>  1. |    1      .      1        0      0 |
>  2. |    2      .      2        0      0 |
>  3. |    3      .      3        0      1 |
>  4. |    4     56      0        0      0 |
>  5. |    5      .      1        2      0 |
>     |------------------------------------|
>  6. |    6      .      2        2      0 |
>  7. |    7      .      3        2      1 |
>  8. |    8     95      0        0      0 |
>  9. |    9      .      1        3      1 |
>  10. |   10     20      0        0      0 |
>     |------------------------------------|
>  11. |   11      .      1        0      0 |
>  12. |   12      .      2        0      1 |
>     +------------------------------------+
>
> If it's important to you that the spells are numbered 1 up, you can
> re-number them.
>
> . egen spell = group(_spell) if _spell
> (8 missing values generated)
>
> . l
>
>     +--------------------------------------------+
>     | var1   var2   _seq   _spell   _end   spell |
>     |--------------------------------------------|
>  1. |    1      .      1        0      0       . |
>  2. |    2      .      2        0      0       . |
>  3. |    3      .      3        0      1       . |
>  4. |    4     56      0        0      0       . |
>  5. |    5      .      1        2      0       1 |
>     |--------------------------------------------|
>  6. |    6      .      2        2      0       1 |
>  7. |    7      .      3        2      1       1 |
>  8. |    8     95      0        0      0       . |
>  9. |    9      .      1        3      1       2 |
>  10. |   10     20      0        0      0       . |
>     |--------------------------------------------|
>  11. |   11      .      1        0      0       . |
>  12. |   12      .      2        0      1       . |
>     +--------------------------------------------+
>
>
> See also http://www.stata.com/support/faqs/data/dropmiss.html
> If memory serves me right, Gary Longton suggested the criterion
> sum(missing(varname)) == _n for spells of missings at the beginning of
> the data.
>
>
> On Sat, Apr 7, 2012 at 12:01 PM, Abhimanyu Arora
> <[email protected]> wrote:
>> Somehow I feel the step in which the temp is generated can be omitted
>> by a clever use of the -cond- option.
>>
>> On Sat, Apr 7, 2012 at 12:57 PM, Abhimanyu Arora
>> <[email protected]> wrote:
>>> Dear statalist
>>> I was wondering if there is a more elegant solution to one below
>>> involving SSC's tsspell by Nick Cox
>>> . which tsspell
>>> c:\ado\plus\t\tsspell.ado
>>> *! 2.0.0 NJC 13 August 2002
>>>
>>> The aim is to create an indicator for spells of missing values
>>> completely in between a series (excluding those at the beginning or
>>> the end). (A part in the process of intrapolating a time series,
>>> basically)
>>>
>>> I used the following set of commands.
>>>
>>>
>>> clear
>>> set obs 12
>>> gen var1=_n
>>> tsset var1
>>> input var2
>>> .
>>> .
>>> .
>>> 56
>>> .
>>> .
>>> .
>>> 95
>>> .
>>> 20
>>> .
>>> end
>>> tsspell var2
>>> egen temp=max( _spell)
>>> gen ind=(var2==. & _spell==1)|(var2==. & temp==_spell)| (var2!=.)
>>>
>>> Cheers
>>> Abhimanyu
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>
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