Lag of variable with condition of not being misssing

[Henry Strawforrd]

I want to create the lag of a variable with one caveat. If it is missing, I want to use the previous period's value etc. So it is the most frequent non-missing lag. Any ideas?

[Nick Cox]

This is just the usual procedure plus replacement of missing values by previous non-missing values as a standard FAQ.

https://www.stata.com/support/faqs/d...issing-values/


The "etc." implies to me that you want the previous non-missing value even if some while back.

. webuse grunfeld, clear 

. tsset company year 

Panel variable: company (strongly balanced)
 Time variable: year, 1935 to 1954
         Delta: 1 year

. replace invest = . if year == 1937
(10 real changes made, 10 to missing)

. gen prev_invest = L.invest 
(20 missing values generated)

. list year *invest if company == 1 

     +--------------------------+
     | year   invest   prev_i~t |
     |--------------------------|
  1. | 1935    317.6          . |
  2. | 1936    391.8      317.6 |
  3. | 1937        .      391.8 |
  4. | 1938    257.7          . |
  5. | 1939    330.8      257.7 |
     |--------------------------|
  6. | 1940    461.2      330.8 |
  7. | 1941      512      461.2 |
  8. | 1942      448        512 |
  9. | 1943    499.6        448 |
 10. | 1944    547.5      499.6 |
     |--------------------------|
 11. | 1945    561.2      547.5 |
 12. | 1946    688.1      561.2 |
 13. | 1947    568.9      688.1 |
 14. | 1948    529.2      568.9 |
 15. | 1949    555.1      529.2 |
     |--------------------------|
 16. | 1950    642.9      555.1 |
 17. | 1951    755.9      642.9 |
 18. | 1952    891.2      755.9 |
 19. | 1953   1304.4      891.2 |
 20. | 1954   1486.7     1304.4 |
     +--------------------------+

. bysort company (year) : replace prev_invest = prev_invest[_n-1] if missing(prev_invest)
(10 real changes made)

. list year *invest if company == 1 

     +--------------------------+
     | year   invest   prev_i~t |
     |--------------------------|
  1. | 1935    317.6          . |
  2. | 1936    391.8      317.6 |
  3. | 1937        .      391.8 |
  4. | 1938    257.7      391.8 |
  5. | 1939    330.8      257.7 |
     |--------------------------|
  6. | 1940    461.2      330.8 |
  7. | 1941      512      461.2 |
  8. | 1942      448        512 |
  9. | 1943    499.6        448 |
 10. | 1944    547.5      499.6 |
     |--------------------------|
 11. | 1945    561.2      547.5 |
 12. | 1946    688.1      561.2 |
 13. | 1947    568.9      688.1 |
 14. | 1948    529.2      568.9 |
 15. | 1949    555.1      529.2 |
     |--------------------------|
 16. | 1950    642.9      555.1 |
 17. | 1951    755.9      642.9 |
 18. | 1952    891.2      755.9 |
 19. | 1953   1304.4      891.2 |
 20. | 1954   1486.7     1304.4 |
     +--------------------------+

[Henry Strawforrd]

Thanks!