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From |
Sebastian Barfort <sb3730@nyu.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Differencing when dependent variable only defined every 4th year |

Date |
Wed, 23 Nov 2011 13:13:17 -0500 |

Hi all, I've encountered a problem in a time series regression I want to do. I have a panel with 49 US states running from 1960-2008. All my independent variables have observations for all years. However, the dependent variable is defined only every other 4th year (it's presidential election data). The regression I want to run is the following: y(t)-y(t-4)=alpha+beta1(x1(t)-x1(t-1))+beta2(x1(t-1)-x1(t-2))+beta3(x2(t)-x2(t-1))+beta4(x2(t-1)-x2(t-2)) etc etc... But how can I do this in Stata? I've defined the data as time series with t=year the time variable, but can't seem to find the right way to go around the problem. Thanks in advance, Sebastian Sb3730@nyu.edu * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Differencing when dependent variable only defined every 4th year***From:*Richard Herron <richard.c.herron@gmail.com>

**st: RE: Differencing when dependent variable only defined every 4th year***From:*Nick Cox <n.j.cox@durham.ac.uk>

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