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I just bought a house and noticed one of the shingles was missing on the exterior above the garage. How would I install a replacement piece (just go up there and nail it in?)?

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Shopping questions are off topic here, so I have removed the bit about finding a replacement. Remember, this is a global community so where the materials come from will vary greatly. – Tester101 Feb 4 '14 at 11:34
The place where you should nail is under the flashing, hard to nail there! I would just glue a piece in using construction adhesive. Use duct tape to hold it in place until the glue sets. The color won't match, but you can get it closer with some thinned down stain. – bcworkz Feb 4 '14 at 17:41

You should be able to get a replacement shingle at a lumber yard or home center. They may sell them solo or you may have to buy a bundle. Looking at the photo it is hard to tell the style but in my locale they come split or sawn. They are installed either sanded or rough side out. Pick a shingle with the best appearance match and wider than needed. Trim it to fit with a utility knife including the angle cut at the top. Ideally you want the top of shingle to be under the trim. If the old shingle fell off rather than broke slide it under the trim. Stain both sides and the edges of the replacement shingle. To attach the shingle use exterior adhesive or drill a couple of small pilot holes in the face of the shingle. Use 4d stainless steel nails to attach it to the sheathing. If you were unable to slide the shingle under the trim put a bead of chaulking where the shingle meets the trim.

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The old school way of repair has been to in this case, cut the shingle to fit, prefinish it to match existing. Instead of setting the shingle in place all the way up tight, although it was cut to do so, hold it low about a little less than a 1/4" and drive ONLY 2 small diameter (4d is good) nails to hold it in place. drive them in at an upward angle and just under the edge of the band of flashing. finish the nails flush with the surface with a nail set, so it will not mar the flashing. Then with a block of wood, drive the shingle home the rest of the way to conceal and protect the nail head from the weather. Adhesive can be used too, but these types of shingles expand and contract with the seasons. Too much adhesive here can be a bad thing. This is also why there are gaps between shingles and only 2 nails are ever used. The 3rd nail will split the shingle in the middle where it is nailed. Seen it happen....

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