Which is the best interpolation technique to interpolate. Stata module to interpolate a flow or stock series from lowfrequency totals via proportional denton method, statistical software components s422501. Stata module to interpolate values, statistical software components s458070, boston college department of economics. How can i convert quarterly gdp into monthly in stata.
Then you just need to assert that the non missing values are the same in both variables, if assertion is false then something went wrong but without more details please read the faq i cant say more. Interpolation is a technique for adding new data points within a range of a set of known data points. I would like to interpolate missing prices with the aritmetic mean of the previous and the next prices to the missing one. To solve that problem, you could use linear interpolation below. I think you should interpolate your data within the 4 provinces if you want to keep your interpolation data equal to the observed data. Because interpolation requires that yvar be a function of xvar, yvar is also interpolated for tied values of xvar. Copying the last value forward is unlikely to be a good method of interpolation unless, as just stated, it is known that. Note that stata and matlab use slightly different endpoint conditions. Menu description options remarks and examples stata. Interpolation could use ipolate official stata, cipolate ssc, csipolate ssc, pchipolate ssc, nnipolate ssc. You can use interpolation to fillin missing data, smooth existing data. How to handle interpolating missing data in panel data by eviews. The stock option allows the routine to handle stock rather than flow series.
Given the panel character of the data, you could try anything from numerical interpolation to multiple imputation. The routine can interpolate annual data to quarterly or monthly, and quarterly data to monthly. Spline interpolation grs website princeton university. Data interpolation for annual data i recommend use the linear interpolation proposed by prescott in this paper. Because interpolation requires that yvar be a function of xvar, yvar is also interpolated. Their objective is to produce singleyear fertility rates by interpolating in a. For what i have understood, ipolate interpolates the missing values of a variable with the values of another one. Stata function to bin data and linearly interpolate percentiles economicbinipolate.
Which is the best interpolation technique to interpolate an arbitrarily distributed data set. How to correctly fill in missing values in panel data. Im working with panel data but i found a problem with missing data in eviews, the program eviews cant deal with interpolating missing data. There is then a need for imputation or interpolation between known values. How can i ask stata to use for the interpolation only the available prices, avoiding the missing values. However, i would not trust any variable which required imputation in over. For stata users, heres a do file with an example that performs the above cubic spline interpolation in mata. Stata is a versatile program that can read several different types of data. Interpolation will inevitably not restore all the variability lost. Stata module to interpolate a flow or stock series. Stata r markstat glms multilevel survival demography. The data represent cumulative fertility at ages 15550, which we will just type in. I am short of the interpolation codes using stata 11 and windoms vista.