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Re: st: How to use the linear interpolation in Stata


From   Stas Kolenikov <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: How to use the linear interpolation in Stata
Date   Sun, 30 Mar 2014 22:23:39 -0500

May be via -regress- with just two points, and -predict- after that in
the middle point of interest?

-- Stas Kolenikov, PhD, PStat (ASA, SSC)
-- Principal Survey Scientist, Abt SRBI
-- Opinions stated in this email are mine only, and do not reflect the
position of my employer
-- http://stas.kolenikov.name



On Sun, Mar 30, 2014 at 8:58 PM, Kay <[email protected]> wrote:
> I want to count the corporate bond yield spread using Stata. The bond yield spread is the difference between corporate bond yield and treasury bond yield of the same maturity.I have already count out the corporate bond yield and the treasury bond yield .Also, I count out the maturity both of them.But some of the maturity can not match,so I need to use the linear interpolation method.The question is that I do not know how to use Stata to handle the liner interpolation.Looking forward the reply ,thanks.
>
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