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CIPOLATE: Stata module for cubic interpolation

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Author Info

  • Nicholas J. Cox

    () (Durham University)

Abstract

cipolate creates newvar = yvar where yvar is not missing and fills in newvar with cubicly interpolated values of yvar where yvar is missing. Interpolated values are based on exact fitting of a cubic curve to two data points before and two data points after each observation for which yvar is missing. cipolate will thus produce missing values whenever fewer than two data points are present on either side. Note that this is not a spline method. Extrapolation is not provided, mainly because of reservations about the general (and even particular) wisdom of extrapolating cubics into the unknown. Some users may wish to extrapolate any remaining missing values linearly using ipolate.

Download Info

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File URL: http://fmwww.bc.edu/repec/bocode/c/cipolate.ado
File Function: program code
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/c/cipolate.hlp
File Function: help file
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Bibliographic Info

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S426202.

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Programming language: Stata
Requires: Stata version 7.0
Date of creation: 04 Jul 2002
Date of revision: 16 Oct 2005
Handle: RePEc:boc:bocode:s426202

Note: This module may be installed from within Stata by typing "ssc install cipolate". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC

Order Information:
Web: http://repec.org/docs/ssc.php

Related research

Keywords: cubic interpolation; Lagrange; ipolate; missing values;

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