RE: st: Panel Regression with missing x for one entity

["Whelan, Paul" <Paul.Whelan@bankofengland.co.uk>]

thanks - i'll check it out. 



-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of William Buchanan
Sent: Tuesday, August 14, 2012 6:50 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Panel Regression with missing x for one entity

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Hi Paul,

You may want to check -e(sample)-.  In general observations with missing values will be dropped from analyses.  If you were using SEM to fit a growth model then you could probably use the -mlmv- option to deal with the missing values.

HTH,
Billy

Sent from my iPhone

On Aug 14, 2012, at 10:43, "Whelan, Paul" <Paul.Whelan@bankofengland.co.uk> wrote:

> Hi Statlisters,
> 
> I'm running a panel regression with a cross-section of countries:
> 
> y_it = c_it + beta_1 x_1 + ... + beta_n x_n + eps_it
> 
> For one of my countries , a particular x is completely missing. 
> The estimation works fine but I cannot produce predictions for this particular entity.
> 
> Is stata simply dropping this country or is there something else going on?
> My solution so far has been to replace all these observations for this 
> country for this x with zeros. This is not ideal since it is biasing my results.
> 
> Paul Whelan
> Macro-Financial Analysis Division|
> Monetary Analysis Bank of England|
> Threadneedle Street|London EC2R 8AH
> 
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