General SAS Programming

[HannahPhD]

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 (errorbservation with duplicate ID value found)
and proc arima because of the nature of my data.

Thanks! 

[DarthPathos · Accepted solution]

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=.  

[DarthPathos · Accepted solution]

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=.