Hello Statalisters,

I am creating an index with several made up of several indicators and some of these indicators have missing observations. If I aggregate 3 variables a, b, and c, even if a and b are totally complete, if c has any missing observations, the aggregate variable seems to completely ignore the data from a and b, and that observation year is only counted as missing. I am losing so much information because of this.
When I was looking up how to deal with missing observations, I saw the command collapse repeatedly mentioned, but I don't think it's relevant here, since I am not looking to only use summary statistics.
So far I am using averaging with arbitary weights. I even just added all the variables together to see if the problem was not the method but the numbers themselves and they were just balancing each other out, but even when I simply add variables with all positive observations or missing observations, the missing variable seems to overpower any other information.

How would you recommend aggregating variables/creating a composite variable when some observations are missing?