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st: Panel data and sparse data

From   "James Nachbaur" <>
Subject   st: Panel data and sparse data
Date   Tue, 15 Jul 2008 14:32:28 -0700


I have a panel data set of 165 counties over 55 years with many
variables observed every 10 years or every 4 to 5 years.  I am running
a survival time model with unobserved heterogeneity.  My question for
the list is, What is a good way to impute data for the years that lack
observations?  In my research, I have seen a lot on variables missing
at random, or on data sets where only one variable has missing data,
but my situation is not like those.


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