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asreg missing values in the dependent variable Stata

I am Stata-user working on a problem involving rolling-window regression and I came across the „asreg“ command written by you. First, I want to thank you for contributing to improve the versatility of Stata and making programmer’s life easier. However, I am pondering about an estimation result using the “asreg” command. In an example estimation, I run a 5-year linear rolling window regression on 1 independent variable. As a test, I deliberately created a series 10 consecutive missing values in the dependent variable. Surprisingly, “asreg” is able to give me non-zero, non-missing estimates for this series, so I wonder what technique is used in the background as even if less than 5 observations are sufficient to run a regression, by moving the estimation over 10 consecutive missing observations, there are definitely estimation windows where all dependent observations are missing, thus the resulting coefficient estimates should be missing as well. I tried learn more on the “asreg” command using the Stata-help file and your webpage, but I didn’t find any material going into this detail. So I kindly ask you elaborate on this matter and provide me with more information. Thank you very much in advance for your help, Best regards
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