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st: RE: regressors recorded at different frequencies


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: regressors recorded at different frequencies
Date   Tue, 10 Aug 2010 20:19:20 +0100

It's not fatal. Some of your variables come in blocks. Analysis of variance people regard this as standard!

Naturally, 

1. Some of your data are coarsened. You need to think about the scientific meaning of that. 

2. You seem to be doing regression on time series. That carries its own problems. 

Nick 
n.j.cox@durham.ac.uk 

Catharina Klepsch

I have a problem concerning my dataset.
I have different variables, but the series employed are recorded at different frequencies. 
Therefor I have for one regressor only monthly data and for another regressor daily or weakly data.
Has anyone an idea how to match this?

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