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RE: st: Replace with missing value
From
André Gyllenram <[email protected]>
To
"[email protected]" <[email protected]>
Subject
RE: st: Replace with missing value
Date
Fri, 12 Apr 2013 14:10:28 +0200
Hello,
Thank you for your answer. But i realized that i was not very clear in my first post. Sorry about that.
What i want to do is that i want to compute the variance for different periods and stocks. The problem I have is that stata does not consider missing values when computing the variance.
If i write the code:
by isin: egen variance20001230=var(price) if datum>=20000101 & datum< 2000123
0
this gives me the 1-year variance for every stock between 200010101 and 20001230. However it does not consider missing values. If i have any missing values in the price -data for any stock in the time period 20000101-20001230 i want to set the variace for that stock equal to missing.
Maybe this problem is easier to solve?
Regards
André
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