Reply To: How to fill missing values by companies or groups in Stata

First, you need to install the fillmissing program. Then you can use use the bys prefix with the company id variable. See the following example.

*To download  
 ssc install fillmissing

*Create a dummy data for use in our example

clear 
 input id price month year
        123 1 1 2000
        123 . 2 2000
        123 . 3 2000
        123 1 4 2000
        123 . 5 2000
        123 2 6 2000
        123 2 7 2000
        456 . 1 2000
        456 . 2 2000
        456 1.5 3 2000
        456 3 4 2000
        456 . 5 2000
        456 . 6 2000
        456 3 7 2000
 end

*Create a monthly date in Stata format
gen mdate = ym(year, month) 
format mdate %tm 
 
*Fill the missing values within each company ID, using the mdate as a sorting variable.
bys id (mdate): fillmissing price, with(previous)