How to fill missing values by companies or groups in Stata

[Jahangir Khan]

#2962

Hello Sir

I want to fill missing values in a variable named prices with any previously available values of the same variable. However, the missing values should be filled within each company (ie my grouping variable is company). Further, I want to fill the missing values in chronological order, that is the current missing values should be filled with the available values in preceding days, not from the following days. I wonder how can I use the fillmissing program for this.

Thanks for your cooperation.

[Attaullah Shah]

#2964

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) 

• This reply was modified 4 years, 3 months ago by Attaullah Shah.
• This reply was modified 3 years, 9 months ago by Attaullah Shah.

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