Deleting data - Panel Data (please help)

[rooja]

Hi,

So I have Panel Data (ie. a number of different firms and across time)

I want to say something like 'if there is missing values for variable x then delete the whole firm', as opposed to just deleting that particular firm-year observation.

Help?

[Lazar]

Dont know the answer to this question BUT do not do this!!! This approach to missing data introduces a lot of bias. Please look into modern missing data techniques (i.e. Multiple imputations).

[bukharin]

I agree with Lazar's advice, but this is how you would do it. The trick is that missing numbers in Stata are higher than other numbers - so if you sort by variable x, the missing values will come last.

Therefore you can do it in one line:

bysort company (x): drop if missing(x[_N])

x[_N] is the last value of x within each company.

[rooja]

Thanks for the reply. Great stuff.

I agree with Lazar's advice, but this is how you would do it. The trick is that missing numbers in Stata are higher than other numbers - so if you sort by variable x, the missing values will come last.

Therefore you can do it in one line:

bysort company (x): drop if missing(x[_N])

x[_N] is the last value of x within each company.