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Re: st: Missing data question.


From   Richard Williams <[email protected]>
To   [email protected], [email protected]
Subject   Re: st: Missing data question.
Date   Sat, 09 Feb 2013 13:19:58 -0500

Wisconsin has some excellent materials on multiple imputation:

http://www.ssc.wisc.edu/sscc/pubs/stata_mi_intro.htm

A much more basic and humble introduction is at

http://www3.nd.edu/~rwilliam/xsoc63993/l13.pdf

http://www3.nd.edu/~rwilliam/xsoc63993/l14.pdf



At 08:12 AM 2/9/2013, Benjamin Hong wrote:
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: [email protected]
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