MV_OBS - Number of observations with non-missing values

Calculates the number of non-missing observations in a data set (X and Y).

Syntax

MV_OBS(X, Mask, Y)

X

is the input (explanatory) variables of the data set (a two-dimensional array of cells, where each column corresponds to a variable).

Mask

is the boolean array to choose the input variables in the set. If missing, all variables in X are included.

Y

is the dependent variable data set (a one-dimensional array of cells).

Remarks

1. All variables in X are considered in case of a missing mask input.
2. If the number of the size of the mask array is smaller than the number of variables in X, the array is appended with ones to match X.
3. In case the number of the size of the mask array is greater than the number of variables in X, the excess elements are dropped/ignored.

Files Examples

Related Links

• What to do About Missing Values in Time Series Cross-Section Data, James Honaker and Gary King, American Journal of Political Science.

References

• Hamilton, J .D.; Time Series Analysis, Princeton University Press (1994), ISBN 0-691-04289-6.
• Tsay, Ruey S.; Analysis of Financial Time Series John Wiley & SONS. (2005), ISBN 0-471-690740.