Missing values for balanced panel data

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Missing values for balanced panel data

Hi Everybody!

 

I have a balanced panel data with missing values and I want to fix my missing value problem. I have 25 firms and a measure of financial performance  for each and for 32 quarters(800 observations). I couldn't use proc expand (errorSmiley Surprisedbservation with duplicate ID value found)
and proc arima because of the nature of my data.

Thanks! 

 

 


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‎03-29-2016 01:17 PM
Regular Contributor
Posts: 245

Re: Missing values for balanced panel data

[ Edited ]

Hi Hannah :-)

 

I've been playing around with PROC TIMEDATA, which has a SETMISSING= option.  You can specify a number of different options, but basically the options are:

 

Keeping the value as missing
Average Value of the accumulated time series
Minimum value of the accumulated time series
Media value of the accumulated time series
First non missing value of the accumulated time series
Last non missing value of the accumulated time series
Previous period’s accumulated non missing value
Next period’s accumulated non missing value
A numeric value I specify
 
i'm going to be dong further research on this, but let me know if you get what you need (or if fails miserably LOL).  Looking forward to hearing from you!
Chris
 
EDIT: Take a look at https://support.sas.com/documentation/onlinedoc/ets/132/timedata.pdf, specifically Page 2176.  It gives a little more detail about SETMISSING=.  
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‎03-29-2016 01:17 PM
Regular Contributor
Posts: 245

Re: Missing values for balanced panel data

[ Edited ]

Hi Hannah :-)

 

I've been playing around with PROC TIMEDATA, which has a SETMISSING= option.  You can specify a number of different options, but basically the options are:

 

Keeping the value as missing
Average Value of the accumulated time series
Minimum value of the accumulated time series
Media value of the accumulated time series
First non missing value of the accumulated time series
Last non missing value of the accumulated time series
Previous period’s accumulated non missing value
Next period’s accumulated non missing value
A numeric value I specify
 
i'm going to be dong further research on this, but let me know if you get what you need (or if fails miserably LOL).  Looking forward to hearing from you!
Chris
 
EDIT: Take a look at https://support.sas.com/documentation/onlinedoc/ets/132/timedata.pdf, specifically Page 2176.  It gives a little more detail about SETMISSING=.  
Has my article or post helped? Please mark as Solution or Like the article!
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