Let's suppose I have the following database, an event study panel with time window [-2,2]. How would you go on to generate missing values for `Var' for each group if the correspondent `t' is missing?
For example, let's check row #12 or the first observation of the group == ABCDE with Timeref == 2. I would need that the next observation would be a missing in `Var' with t = -1. Moreover, that if a group only has `t' == 0, it would generate missing values from -2 to 2 excluding what has data.
Group | Timeref | t | Var |
ABCDE | 1 | -2 | 12 |
ABCDE | 1 | -1 | 32 |
ABCDE | 1 | 0 | 1 |
ABCDE | 1 | 1 | 3 |
ABCDE | 1 | 2 | 5 |
FGHIJ | 1 | -2 | 63 |
FGHIJ | 1 | -1 | 123 |
FGHIJ | 1 | 0 | 53 |
FGHIJ | 1 | 1 | 0 |
FGHIJ | 1 | 2 | 98 |
ABCDE | 2 | -2 | 12 |
ABCDE | 2 | 0 | 3352 |
ABCDE | 2 | 1 | 4 |
ABCDE | 2 | 2 | 124 |
FGHIJ | 2 | 0 | 23 |
FGHIJ | 2 | 2 | 23 |
ABCDE | 3 | 0 | 56 |
FGHIJ | 3 | -1 | 32 |
FGHIJ | 3 | 0 | 76 |
Thank you!
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