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From | László Sándor <sandorl@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: comparing xtdes-like patterns for variables |
Date | Wed, 31 Oct 2012 15:02:53 -0400 |
Hi all, I have a panel-data cleaning problem that probably has some neat solution, probably already out there. I am happy to try any solutions for Stata 12.1 MP. Background: I had to try to look up supposedly the same data from multiple sources. (Financial data for the same securities, but different data sources were expected to cover different subsets of my universe, or for different time periods.) But now I have a panel where I would like to cross-check different version of the same data, and most crucially, I would like to verify that I got the years correctly for each version. (FYI: financial data sources can be opaque about how they handle missing data if you ask for "end-of-year prices for the last 15 calendar years", and whether they give years in ascending or descending order). For this, I would like to compare what periods I have non-missing values for a family of variables, say, bloomberg_price and reuters_price. Presumably, if I got the start and the end years right, I could hope -compare- those, (e.g. -compare *_price_first- ). And hope that the patterns will be clear. That said, I'm afraid some more nuanced analysis of missing value patterns might be justified. What are good tools for that? (How can I "xtdes by variable"? Or "misstable pattern in a panel"?) Thanks for any thoughts! Laszlo * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/