st: R: Missing data question.

["Carlo Lazzaro" <carlo.lazzaro@tiscalinet.it>]

Ben might want to start with:
- search imputation - 

from within Stata (not STATA).

Kind regards,
Carlo

-----Messaggio originale-----
Da: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di Benjamin Hong
Inviato: sabato 9 febbraio 2013 14:13
A: statalist@hsphsun2.harvard.edu
Oggetto: st: Missing data question.

Dear all,

I am just starting to learn STATA. I am struggling with missing datas in my
dataset.(82 stocks, historical monthly stock price data for
20years)
I need to take the average of the stock's return for as many year as I can,
where there are so many missing data as the industry is quite volatile
sector.
I decided to use 10years out of 20 years, as I deem appropriate, however
there are still so many missing data and I dont want to simply exlcude them.
I heard that there are some techinic called "imputation".
Could you let me know how to employ this function in STATA?

Many thanks.

Ben


******************************************
Benjamin (Wonki) Hong
Certified Financial Risk Manager
MSc Finance, Edinburgh University
Phone: +44(0)752-121-9910
E-mail: benjamin1459@gmail.com
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